• Title/Summary/Keyword: Nonlinear function

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UNIQUENESS OF SOLUTIONS FOR THE BOUNDARY VALUE PROBLEM OF CERTAIN NONLINEAR ELLIPTIC OPERATORS VIA p-HARMONIC BOUNDARY

  • Lee, Yong Hah
    • Communications of the Korean Mathematical Society
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    • v.32 no.4
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    • pp.1025-1031
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    • 2017
  • We prove the uniqueness of solutions for the boundary value problem of certain nonlinear elliptic operators in the setting: Given any continuous function f on the p-harmonic boundary of a complete Riemannian manifold, there exists a unique solution of certain nonlinear elliptic operators, which is a limit of a sequence of solutions of the operators with finite energy in the sense of supremum norm, on the manifold taking the same boundary value at each p-harmonic boundary as that of f.

ROBUST ESTIMATION USING QUASI-SCORE ESTIMATING FUNCTIONS FOR NONLINEAR TIME SERIES MODELS

  • Cha, Kyung-Yup;Kim, Sah-Myeong;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.385-399
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    • 2003
  • We first introduce the quasi-score estimating function and applied the quasi-score estimating function to nonlinear time series models. We proposed the M quasi-score estimating functions bounded functions for the quasi-score estimating functions. Also, we investigated the asymptotic properties of quasi-likelihood estimators and M quasi-likelihood estimators. Simulation results show that the M quasi-likelihood estimators work better than the least squares estimators under the heavy-tailed distributions

Structure Identification of Nonlinear System Using Adaptive Neuro-Fuzzy Inference Technique (적응 뉴로 퍼지추론 기법에 의한 비선형 시스템의 구조 동정에 관한 연구)

  • 이준탁;정형환;심영진;김형배;박영식
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1996.10a
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    • pp.298-301
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    • 1996
  • This paper describes the structure Identification of nonlinear function using Adaptive Neuro-Fuzzy Inference Technique(ANFIS). Nonlinear mapping relationship between inputs and outputs were modeled by Sugeno-Takaki's Fuzzy Inference Method. Specially, the consequent parts were identified using a series of 1st order equations and the antecedent parts using triangular type membership function or bell type ones. According to learning Rules of ANFIS, adjustable parameters were converged rapidly and accurately.

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On Chaotic Behavior of Fuzzy Inferdence Rule Based Nonlinear Functions

  • Ikoma, Norikazu
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.861-864
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    • 1993
  • This research provides the results of a trial to generate the chaos by using nonlinear function constructed by fuzzy inference rules. The chaos generation function or chaotic behavior can be obtained by using Takagi-Sugeno fuzzy model with some constraint of the relationship of its parameters. Two examples are shown in this research. The first is simple example that construct of logistic image by fuzzy model. The second is more complicated one that provide the chaotic time series by non-linear autoregression based on fuzzy model. Simulated results are shown in these examples.

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CONFIDENCE CURVES FOR A FUNCTION OF PARAMETERS IN NONLINEAR REGRESSION

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.1-10
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    • 2003
  • We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

Short Term Interest Rate Model Using Box-Cox Transformation

  • Choi, Young-Soo;Lee, Yoon-Dong
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.241-254
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    • 2007
  • This paper propose a new short-term interest rate model having a different nonlinear drift function and the same diffusion coefficient with Chan et al. (1992) model. The fractional polynomial power of the drift function in our model is linked to the local volatility elasticity of the diffusion coefficient. While the nonlinear drift function estimated by $A\"{\i}t$-Sahalia (1996a) and others has a feature that higher interest rates tend to revert downward and low rates upward, the drift function estimated by our nonlinear model shows that higher interest rate mean-reverts strongly, but, medium rates has almost zero drift and low rates has a very small drift. This characteristic coincides the empirical result based on the nonparametric methodology by Stanton (1997) and the implication by the scatter plot of the short rate data.

ON NONLINEAR PROGRAMMING WITH SUPPORT FUNCTIONS

  • Husain, I.;Abha;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.83-99
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    • 2002
  • Optimality conditions are derived for a nonlinear program in which a support function appears in the objective as well as in each constraint function. Wolfe and Mond-Weir type duals to this program are presented and various duality results are established under suitable convexity and generalized convexity assumptions. Special cases that often occur in the literature are those in which a support function is the square root of a positive semi- definite quadratic form or an Lp norm. It is pointed out that these special cases can easily be generated from our results.

Iterative learning control of nonlinear systems with consideration on input magnitude (입력의 크기를 고려한 비선형 시스템의 반복학습 제어)

  • Choi, Chong-Ho;Jang, Tae-Jeong
    • Journal of Institute of Control, Robotics and Systems
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    • v.2 no.3
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    • pp.165-173
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    • 1996
  • It is not desirable to have too large control input in control systems, because there are usually a limitation for the input magnitude and cost for the input energy. Previous papers in the iterative learning control did not considered on these points. In this paper, an iterative learning control method is proposed for a class of nonlinear systems with consideration on input magnitude by adopting a concept of cost function consisting of the output error and the input magnitude in quadratic form. We proposed a new input update law with an input penalty function. If we choose a reasonable input penalty function, the two control objectives, good command following and small input energy, can be achieved. The characteristics of the proposed method are shown in the simulation examples.

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Radial Basis Function Network Based Predictive Control of Chaotic Nonlinear Systems

  • Choi, Yoon-Ho;Kim, Se-Min
    • Journal of the Korean Institute of Intelligent Systems
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    • v.13 no.5
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    • pp.606-613
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    • 2003
  • As a technical method for controlling chaotic dynamics, this paper presents a predictive control for chaotic systems based on radial basis function networks(RBFNs). To control the chaotic systems, we employ an on-line identification unit and a nonlinear feedback controller, where the RBFN identifier is based on a suitable NARMA real-time modeling method and the controller is predictive control scheme. In our design method, the identifier and controller are most conveniently implemented using a gradient-descent procedure that represents a generalization of the least mean square(LMS) algorithm. Also, we introduce a projection matrix to determine the control input, which decreases the control performance function very rapidly. And the effectiveness and feasibility of the proposed control method is demonstrated with application to the continuous-time and discrete-time chaotic nonlinear system.