• Title/Summary/Keyword: State probability

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Simulation of the Phase-Type Distribution Based on the Minimal Laplace Transform (최소 표현 라플라스 변환에 기초한 단계형 확률변수의 시뮬레이션에 관한 연구)

  • Sunkyo Kim
    • Journal of the Korea Society for Simulation
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    • v.33 no.1
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    • pp.19-26
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    • 2024
  • The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

An Analysis of the Relationship Between Resettlement and Housing Redevelopment Characteristics (주택재개발사업 특성이 재입주에 미치는 영향)

  • Ko Duk Kyun;Kim Hong-Kyu
    • Journal of the Korean housing association
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    • v.16 no.3
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    • pp.101-107
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    • 2005
  • The reason that compulsory removals of a low-quality housing redevelopment such as involuntary or unintentional migration present a problem for urban communities is that whether involuntary movers adapt themselves to their new home has an influence on the urban communities that surround them. Moreover, involuntary emigrants have higher probability of choosing faulty residential areas than voluntary emigrants do. This gives rise to a problem of another residential migration for involuntary movers. In order to solve these problems, there is a need for a new housing policy that enables original residents to come back to their old community. However studies for resettlement had not conducted subjects about housing redevelopment characteristics which influences the involuntary movers directly. Instead personal microscopic characteristics such as statistics of resettlement, the moving distance, the reason of moving, improvement of living environment, had been main subjects of farmer studies. So the purpose of this study is to analyze an analysis of the relationship between resettlement and housing redevelopment characteristics. The data used in this study was obtained at 47 areas designated by Seoul (metropolis) since 1990 for redevelopment. Cluster Analysis Is used for dividing high rate of resettlement with low rate of resettlement and Regression Analysis is used for the analysis of the relationship between resettlement and housing redevelopment characteristics. The results of examining the effects of a redeveloped housing complex on returning residents at 47 areas designated by Seoul (metropolis) since 1990 fur redevelopment are as follows: First, A housing complex with a high returning rate (remove-in rate?) has no state/public land, unauthorized building owners who are in the low-income brackets, and few interested parties such as union members. This is the characteristic of a redeveloped housing complex with a short-period project span. On the contrary, a housing complex that has a low returning rate is crowded by state/public land, and numerous unauthorized building owners, and interested parties. Second, According to the linear regression analysis, among the factors that affect returning residents, 'physical properties(characteristics) of a region', 'population properties within a region', and 'properties of a project span' indicate a negative(-)influence whereas 'properties of a complex density' shows a positive(+) influence. In a nutshell, the more the physical properties, population properties, projectspan properties, the lower the returning rate and the more the complex density properties, the higher the returning rate. In detail, an area with many small land and new/large buildings, a high population, and a long project duration has a low returning rate of original residents while an area holding large capacity and buildings with many number of floors (multiple-storied building) has a high returning rate.

Test Case Generation for Simulink/Stateflow Model Based on a Modified Rapidly Exploring Random Tree Algorithm (변형된 RRT 알고리즘 기반 Simulink/Stateflow 모델 테스트 케이스 생성)

  • Park, Han Gon;Chung, Ki Hyun;Choi, Kyung Hee
    • KIPS Transactions on Software and Data Engineering
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    • v.5 no.12
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    • pp.653-662
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    • 2016
  • This paper describes a test case generation algorithm for Simulink/Stateflow models based on the Rapidly exploring Random Tree (RRT) algorithm that has been successfully applied to path finding. An important factor influencing the performance of the RRT algorithm is the metric used for calculating the distance between the nodes in the RRT space. Since a test case for a Simulink/Stateflow (SL/SF) model is an input sequence to check a specific condition (called a test target in this paper) at a specific status of the model, it is necessary to drive the model to the status before checking the condition. A status maps to a node of the RRT. It is usually necessary to check various conditions at a specific status. For example, when the specific status represents an SL/SF model state from which multiple transitions are made, we must check multiple conditions to measure the transition coverage. We propose a unique distance calculation metric, based on the observation that the test targets are gathered around some specific status such as an SL/SF state, named key nodes in this paper. The proposed metric increases the probability that an RRT is extended from key nodes by imposing penalties to non-key nodes. A test case generation algorithm utilizing the proposed metric is proposed. Three models of Electrical Control Units (ECUs) embedded in a commercial vehicle are used for the performance evaluation. The performances are evaluated in terms of penalties and compared with those of the algorithm using a typical RRT algorithm.

LRFD Design and Reliability Level Estimation of a Steel Closed-Box Girder Bridge (폐단면 강박스거더교의 LRFD 설계와 신뢰성수준 평가)

  • Huh, Jung-Won;Yun, Dong-Geon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.23 no.2
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    • pp.217-225
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    • 2010
  • Most of the steel bridges in Korea are being currently designed by the allowable stress design method that uses the conventional deterministic factors of safety. However the limit state design based on the concept of probability, statistics and reliability engineering is becoming very popular as a global standard deign method, leading the rational and economic bridge design. As part of the fundamental research to establish the load and resistance factor design(LRFD) of steel bridges considering domestic environmental conditions and regional characteristics, an experimental design is conducted by applying AASHTO-LRFD specification especially to a steel closed-box girder, which occupies relatively a large portion of steel bridges in Korea. Throughout the experimental design according to various sectional changes, some of the issues to be considered in the LRFD design of a composite steel closed-box girder bridge are examined. In this process, an Excel-based design verification program is developed for easy computation and prevention of errors. Quantitative reliability levels of the bridge sections designed by LRFD are also estimated using a reliability analysis method, and compared with the target reliability indexes applied in the LRFD design to verify the validity of the procedure and methodology used in this study.

Hidden Markov Model for Gesture Recognition (제스처 인식을 위한 은닉 마르코프 모델)

  • Park, Hye-Sun;Kim, Eun-Yi;Kim, Hang-Joon
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.43 no.1 s.307
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    • pp.17-26
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    • 2006
  • This paper proposes a novel hidden Markov model (HMM)-based gesture recognition method and applies it to an HCI to control a computer game. The novelty of the proposed method is two-fold: 1) the proposed method uses a continuous streaming of human motion as the input to the HMM instead of isolated data sequences or pre-segmented sequences of data and 2) the gesture segmentation and recognition are performed simultaneously. The proposed method consists of a single HMM composed of thirteen gesture-specific HMMs that independently recognize certain gestures. It takes a continuous stream of pose symbols as an input, where a pose is composed of coordinates that indicate the face, left hand, and right hand. Whenever a new input Pose arrives, the HMM continuously updates its state probabilities, then recognizes a gesture if the probability of a distinctive state exceeds a predefined threshold. To assess the validity of the proposed method, it was applied to a real game, Quake II, and the results demonstrated that the proposed HMM could provide very useful information to enhance the discrimination between different classes and reduce the computational cost.

Extended Target State Vector Estimation using AKF (적응형 칼만 필터를 이용한 확장 표적의 상태벡터 추정 기법)

  • Cho, Doo-Hyun;Choi, Han-Lim;Lee, Jin-Ik;Jeong, Ki-Hwan;Go, Il-Seok
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.43 no.6
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    • pp.507-515
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    • 2015
  • This paper proposes a filtering method for effective state vector estimation of highly maneuvering target. It is needed to hit the point called 'sweet spot' to increase the kill probability in missile interception. In paper, a filtering method estimates the length of a moving target tracked by a frequency modulated continuous wave (FMCW) radar. High resolution range profiles (HRRPs) is generated from the radar echo signal and then it's integrated into proposed filtering method. To simulate the radar measurement which is close to real, the study on the properties of scattering point of the missile-like target has been conducted with ISAR image for different angle. Also, it is hard to track the target efficiently with existing Kalman filters which has fixed measurement noise covariance matrix R. Therefore the proposed method continuously updates the covariance matrix R with sensor measurements and tracks the target. Numerical simulations on the proposed method shows reliable results under reasonable assumptions on the missile interception scenario.

A Quantitative Study on How the Cheonghae Anti-piracy Unit influences the Occurrence of Maritime Piracy near Somalia (청해부대 파병(다국적 해군의 대(對)해적 작전)이 소말리아 인근 해적사건 발생에 미치는 영향에 관한 정량적연구)

  • Han, Jong-Hwan
    • Strategy21
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    • s.46
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    • pp.123-157
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    • 2020
  • This research focuses on one important type of non-traditional threat, maritime piracy, and tries to supplement previous research from the perspective of military power, especially naval power. When considering the elements of military power, naval power is a core independent variable to explain piracy incidents. Indeed, naval power can play a key role in solving piracy problems, since naval power is the only legitimate force to respond to piracy in the sea. It is natural that well equipped and trained naval power in the sea increases the probability of capturing pirates, which leads to increasing the costs of piracy and decreasing its occurrences. In addition, since naval combatant ships have more impressive weapons than those of pirate boats, just the presence of naval combatant ships could serve to deter piracy incidents in the sea. The main purpose of this research is finding the effectiveness of large multinational naval efforts to deter piracy incidents in Africa. With this research purpose, I analyze 771 piracy incidents that occurred in African states from 2009 to 2014. Furthermore, I include all 33 coastal states in Africa regardless of the experiences of piracy incidents in order to avoid selection bias, which is very common in quantitative-based piracy incidents research. The dependent variable of this research is frequency of maritime piracy incidents for a country-year and the independent variable is the number of multi-national naval warships that operate near Somalia. With this analysis, I find the large number of multi-state naval combatant ships are negatively related to piracy incidents. In other words, as a main means to counteract piracy incidents, multi-state naval combatant ships are conducive to reduce piracy incidents near Somalia, since it increases costs (being captured) of conducting piracy.

GEOTECHNICAL DESIGNS OF THE SHIP IMPACT PROTECTION SYSTEM FOR INCHEON BRIDGE

  • Choi, Sung-Min;Oh, Seung-Tak;Park, Sang-Il;Kim, Sung-Hwan
    • Proceedings of the Korean Geotechical Society Conference
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    • 2010.09c
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    • pp.72-77
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    • 2010
  • The Incheon Bridge, which was opened to the traffic in October 2009, is an 18.4 km long sea-crossing bridge connecting the Incheon International Airport with the expressway networks around the Seoul metropolitan area by way of Songdo District of Incheon City. This bridge is an integration of several special featured bridges and the major part of the bridge consists of cable-stayed spans. This marine cable-stayed bridge has a main span of 800 m wide to cross the vessel navigation channel in and out of the Incheon Port. In waterways where ship collision is anticipated, bridges shall be designed to resist ship impact forces, and/or, adequately protected by ship impact protection (SIP) systems. For the Incheon Bridge, large diameter circular dolphins as SIP were made at 44 locations of the both side of the main span around the piers of the cable-stayed bridge span. This world's largest dolphin-type SIP system protects the bridge against the collision with 100,000 DWT tanker navigating the channel with speed of 10 knots. Diameter of the dolphin is up to 25 m. Vessel collision risk was assessed by probability based analysis with AASHTO Method-II. The annual frequency of bridge collapse through the risk analysis for 71,370 cases of the impact scenario was less than $0.5{\times}10^{-4}$ and satisfies design requirements. The dolphin is the circular sheet pile structure filled with crushed rock and closed at the top with a robust concrete cap. The structural design was performed with numerical analyses of which constitutional model was verified by the physical model experiment using the geo-centrifugal testing equipment. 3D non-linear finite element models were used to analyze the structural response and energy-dissipating capability of dolphins which were deeply embedded in the seabed. The dolphin structure secures external stability and internal stability for ordinary loads such as wave and current pressure. Considering failure mechanism, stability assessment was performed for the strength limit state and service limit state of the dolphins. The friction angle of the crushed stone as a filling material was reduced to $38^{\circ}$ considering the possibility of contracting behavior as the impact.

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Performance Analysis of a Cell - Cluster - Based Call Control Procedure for Wireless ATM Networks (셀집단화 방식에 근거한 무선 ATM 호제어절차의 성능분석)

  • Cho, Young-Jong;Kim, Sung-Soo
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.7
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    • pp.1804-1820
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    • 1997
  • In this paper, an efficient call control procedure is presented for next generation wireless ATM networks and its performance is mathematically analyzed using the open queueing network. This procedure is based on a new scheme called as the cell clustering. When we use the cell clustering scheme, at the time that a mobile connection is admitted to the network, a virtual cell is constructed by choosing a group of neighboring base stations to which the call may probabilistically hand over and by assigning to the call a collection of virtual paths between the base stations. Within a microcell/picocell environment, it is seen that the cell clustering can support effectively a very high rate of handovers, provides very high system capacity, and guarantees a high degree of frequency reuse over the same geographical region without requiring the intervention of the network call control processor each time a handover occurs. But since mobiles, once admitted, are free to roam within the virtual cell, overload condition occurs in which the number of calls to be handled by one base station to exceed that cell site's capacity of radio channel. When an overload condition happens, the quality of service is abruptly degraded. We refer to this as the overload state and in order to quantify the degree of degradation we define two metrics, the probability of overload and the normalized average time spent in the overload state. By using the open network queueing model, we derive closed form expressions for the maximum number of calls that can be admitted into the virtual cell such that the two defined metrics are used as the acceptance criteria for call admission control.

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Analysis of an M/G/1/K Queueing System with Queue-Length Dependent Service and Arrival Rates (시스템 내 고객 수에 따라 서비스율과 도착율을 조절하는 M/G/1/K 대기행렬의 분석)

  • Choi, Doo-Il;Lim, Dae-Eun
    • Journal of the Korea Society for Simulation
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    • v.24 no.3
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    • pp.27-35
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    • 2015
  • We analyze an M/G/1/K queueing system with queue-length dependent service and arrival rates. There are a single server and a buffer with finite capacity K including a customer in service. The customers are served by a first-come-first-service basis. We put two thresholds $L_1$ and $L_2$($${\geq_-}L_1$$ ) on the buffer. If the queue length at the service initiation epoch is less than the threshold $L_1$, the service time of customers follows $S_1$ with a mean of ${\mu}_1$ and the arrival of customers follows a Poisson process with a rate of ${\lambda}_1$. When the queue length at the service initiation epoch is equal to or greater than $L_1$ and less than $L_2$, the service time is changed to $S_2$ with a mean of $${\mu}_2{\geq_-}{\mu}_1$$. The arrival rate is still ${\lambda}_1$. Finally, if the queue length at the service initiation epoch is greater than $L_2$, the arrival rate of customers are also changed to a value of $${\lambda}_2({\leq_-}{\lambda}_1)$$ and the mean of the service times is ${\mu}_2$. By using the embedded Markov chain method, we derive queue length distribution at departure epochs. We also obtain the queue length distribution at an arbitrary time by the supplementary variable method. Finally, performance measures such as loss probability and mean waiting time are presented.