• Title/Summary/Keyword: linear process

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A Central Limit Theorem for the Linear Process in a Hilbert Space under Negative Association

  • Ko, Mi-Hwa
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.687-696
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    • 2009
  • We prove a central limit theorem for the negatively associated random variables in a Hilbert space and extend this result to the linear process generated by negatively associated random variables in a Hilbert space. Our result implies an extension of the central limit theorem for the linear process in a real space under negative association to a simplest case of infinite dimensional Hilbert space.

Random Central Limit Theorem of a Stationary Linear Lattice Process

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.504-512
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    • 1994
  • A simple proof for the random central limit theorem is given for a family of stationary linear lattice processes, which belogn to a class of 2 dimensional random fields, applying the Beveridge and Nelson decomposition in time series context. The result is an extension of Fakhre-Zakeri and Fershidi (1993) dealing with the linear process in time series to the case of the linear lattice process with 2 dimensional indices.

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A new neural linearizing control scheme using radial basis function network (Radial basis function 회로망을 이용한 새로운 신경망 선형화 제어구조)

  • Kim, Seok-Jun;Lee, Min-Ho;Park, Seon-Won;Lee, Su-Yeong;Park, Cheol-Hun
    • Journal of Institute of Control, Robotics and Systems
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    • v.3 no.5
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    • pp.526-531
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    • 1997
  • To control nonlinear chemical processes, a new neural linearizing control scheme is proposed. This is a hybrid of a radial basis function(RBF) network and a linear controller, thus the control action applied to the process is the sum of both control actions. Firstly, to train the RBF newtork a linear reference model is determined by analyzing the past operating data of the process. Then, the training of the RBF newtork is iteratively performed to minimize the difference between outputs of the process and the linear reference model. As a result, the apparent dynamics of the process added by the RBF newtork becomes similar to that of the linear reference model. After training, the original nonlinear control problem changes to a linear one, and the closed-loop control performance is improved by using the optimum tuning parameters of the linear controller for the linear dynamics. The proposed control scheme performs control and training simultaneously, and shows a good control performance for nonlinear chemical processes.

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THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESS GENERATED BY WEAKLY ASSOCIATED RANDOM VECTORS

  • Kim, Tae-Sung;Ko, Mi-Hwa
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.11-20
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    • 2003
  • Let{Xt}be an m-dimensional linear process of the form (equation omitted), where{Zt}is a sequence of stationary m-dimensional weakly associated random vectors with EZt = O and E∥Zt∥$^2$$\infty$. We Prove central limit theorems for multivariate linear processes generated by weakly associated random vectors. Our results also imply a functional central limit theorem.

STRONG LAW OF LARGE NUMBERS FOR ASYMPTOTICALLY NEGATIVE DEPENDENT RANDOM VARIABLES WITH APPLICATIONS

  • Kim, Hyun-Chull
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.201-210
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    • 2011
  • In this paper, we obtain the H$\`{a}$jeck-R$\`{e}$nyi type inequality and the strong law of large numbers for asymptotically linear negative quadrant dependent random variables by using this inequality. We also give the strong law of large numbers for the linear process under asymptotically linear negative quadrant dependence assumption.

A Study on Design of Linear Induction Motor in Dynamic Tester for Catenary-current Collection (주행 집전계 시험기의 주행 대차용 선형 유도전동기 설계에 관한 연구)

  • Ham, Sang-Hwan;Cho, Su-Yeon;Lee, Ju
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.4
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    • pp.771-775
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    • 2011
  • This paper presents design process of linear induction motor in dynamic tester for catenary-current collection. To minimize length of rail for dynamic tester for catenary-current collection, accelerating performance of the linear induction motor is very important. So the design process of linear induction motor considered in this paper is different with general design process of linear induction motor, because dynamic tester has three type driving region, as accelerating region, constant speed region, and braking region. Considering accelerating performance of motor, distance and time from starting point to constant speed region were concerned for load condition of motor. Designed linear induction motor was analyzed by 2-dimensional finite element method. Using mechanical dynamics simulation with analysis result of 2-dimensional finite element method and accelerating performance of designed motor was proved.

A Central Limit Theorem for a Stationary Linear Process Generated by Linearly Positive Quadrant Dependent Process

  • Kim, Tae-Sung;Ko, Mi-Hwa
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.153-158
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    • 2001
  • A central limit theorem is obtained for stationary linear process of the form -Equations. See Full-text-, where {$\varepsilon$$_{t}$} is a strictly stationary sequence of linearly positive quadrant dependent random variables with E$\varepsilon$$_{t}$=0, E$\varepsilon$$^2$$_{t}$<$\infty$ and { $a_{j}$} is a sequence of real numbers with -Equations. See Full-text- we also derive a functional central limit theorem for this linear process.ocess.s.

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A Linear Reservoir Model with Kslman Filter in River Basin (Kalman Filter 이론에 의한 하천유역의 선형저수지 모델)

  • 이영화
    • Journal of Environmental Science International
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    • v.3 no.4
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    • pp.349-356
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    • 1994
  • The purpose of this study is to develop a linear reservoir model with Kalman filter using Kalman filter theory which removes a physical uncertainty of :ainfall-runoff process. A linear reservoir model, which is the basic model of Kalman filter, is used to calculate runoff from rainfall in river basin. A linear reservoir model with Kalman filter is composed of a state-space model using a system model and a observation model. The state-vector of system model in linear. The average value of the ordinate of IUH for a linear reservoir model with Kalman filter is used as the initial value of state-vector. A .linear reservoir model with Kalman filter shows better results than those by linear reserevoir model, and decreases a physical uncertainty of rainfall-runoff process in river basin.

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