• Title/Summary/Keyword: law-invariant

Search Result 47, Processing Time 0.035 seconds

On the Weak Law of Large Numbers for the Sums of Sign-Invariant Random Variables (대칭확률변수(對稱確率變數)의 대수(對數)의 법칙(法則)에 대하여)

  • Hong, Dug-Hun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.4
    • /
    • pp.53-63
    • /
    • 1993
  • We consider various types of weak convergence for sums of sign-invariant random variables. Some results show a similarity between independence and sign-invariance. As a special case, we obtain a result which strengthens a weak law proved by Rosalsky and Teicher [6] in that some assumptions are deleted.

  • PDF

ON RELATION AMONG COHERENT, DISTORTION AND SPECTRAL RISK MEASURES

  • Kim, Ju-Hong
    • The Pure and Applied Mathematics
    • /
    • v.16 no.1
    • /
    • pp.121-131
    • /
    • 2009
  • In this paper we examine the relation among law-invariant coherent risk measures with the Fatou property, distortion risk measures and spectral risk measures, and give a new proof of the relation among them. It is also shown that the spectral risk measure satisfies the monotonicity with respect to stochastic dominance and the comonotonic additivity.

  • PDF

On the Law of the Iterated Logarithm without Assumptions about the Existence of Moments for the Sums of Sign-Invariant Random Variables (부호불변(符號不變) 확률변수(確率變數)에 합(合)에 대한 반복대수(反復對數)의 법칙(法則))

  • Hong, Dug-Hun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.2
    • /
    • pp.41-44
    • /
    • 1991
  • Petrov (1968) gave two theorems on the law of the iterated logarithm without any assumptions about the existence of moments of independent random variables. In the present paper we show that the same holds true for sign-invariant random variables.

  • PDF

Adaptive control of overmodeled linear time-invariant discrete systems (과모델된 선형 시불변 이산 시간 시스템의 적응 제어법칙)

  • Yang, Hyun-Suk;Lee, Ho-Shin
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.2 no.2
    • /
    • pp.67-72
    • /
    • 1996
  • This paper presents a parameter adaptive control law that stabilizes and asymptotically regulates any single-input, linear time-invariant, controllable and observable, discrete-time system when only the upper bounds on the order of the system is given. The algorithm presented in this paper comprises basically a nonlinear state feedback law which is represented by functions of the state vector in the controllable subspace of the model, an adaptive identifier of plant parameters which uses inputs and outputs of a certain length, and an adaptive law for feedback gain adjustment. A new psedu-inverse algorithm is used for the adaptive feedback gain adjustment rather than a least-square algorithm. The proposed feedback law results in not only uniform boundedness of the state vector to zero. The superiority of the proposed algorithm over other algorithms is shown through some examples.

  • PDF

GALOIS ACTIONS OF A CLASS INVARIANT OVER QUADRATIC NUMBER FIELDS WITH DISCRIMINANT D ≡ 21 (mod 36)

  • Jeon, Daeyeol
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.24 no.4
    • /
    • pp.921-925
    • /
    • 2011
  • A class invariant is the value of a modular function that generates a ring class field of an imaginary quadratic number field such as the singular moduli of level 1. In this paper, using Shimura Reciprocity Law, we compute the Galois actions of a class invariant from a generalized Weber function $g_2$ over quadratic number fields with discriminant $D{\equiv}21$ (mod 36).

GALOIS ACTIONS OF A CLASS INVARIANT OVER QUADRATIC NUMBER FIELDS WITH DISCRIMINANT D ≡ -3 (mod 36)

  • Jeon, Daeyeol
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.23 no.4
    • /
    • pp.853-860
    • /
    • 2010
  • A class invariant is the value of a modular function that generates a ring class field of an imaginary quadratic number field such as the singular moduli of level 1. In this paper, using Shimura Reciprocity Law, we compute the Galois actions of a class invariant from a generalized Weber function $g_2$ over quadratic number fields with discriminant $D{\equiv}-3$ (mod 36).

Switching Control for End Order Nonlinear Systems Using Sector Consisting of Singular Hyperplanes (특이공간으로 구성된 섹터를 이용한 2차 비선형 시스템의 스위칭 제어기 설계)

  • Yeom, D.H.;Im, K.H.;Choi, J.Y.
    • Proceedings of the KIEE Conference
    • /
    • 2005.05a
    • /
    • pp.122-124
    • /
    • 2005
  • In this paper, we propose a switching control method for 2nd order nonlinear systems. The main idea behind the method is changing the control law before the trajectory of the solution arrives at the singularities imposed on the denominator of the control law. We show that the control system is asymptotically stable from the fact that the sector consisting of the singular hyperplanes is an invariant set. Illustrative examples are given.

  • PDF

A Stable Model Reference Adaptive Control with a Generalized Adaptive Law (일반화된 적응법칙을 사용한 안정한 기준모델 적응제어)

  • 이호진;최계근
    • Journal of the Korean Institute of Telematics and Electronics
    • /
    • v.26 no.8
    • /
    • pp.1167-1177
    • /
    • 1989
  • In this paper, a generalized adaptive law is proposed which uses a rational function type operator for parameter adjustment. To satisfy the passivity condition of the adaptation block, we introduce a constant feedback gain into the adaptation block. This adaptation scheme is applied to the model reference adaptive control of a continuous-time, linear time-invariant, minimum-phase system whose relative degree is 1. We prove the asymptotic stability of the output error of this adaptive system by hyperstability method. It is shown that by digital computer simulations this law can give a better output error transient response in some cases than the conventional gradient adaptive law. And the output error responses for the several types of the proposed adaptation law are examined in the presence of a kind of unmodeled dynamics.

  • PDF

Receding horizon tracking controller and its stability properties

  • Kwon, Wook-Hyun;Byun, Dae-Gyu
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1987.10a
    • /
    • pp.801-806
    • /
    • 1987
  • The receding horizon tracking control for the discrete time invariant systems is presented in this paper. This control law is derived with the receding horizon concept from the standard tracking problems. Stability properties of this control law are analyzed. It is shown that there exists a finite horizon index for which the closed loop systems are always asymptotically stable. The receding horizon tracking control is a kind of predictive control and will add a new clan to many existing predictive controls, with which some comparisons are made.

  • PDF