• 대한수학회지
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• 제58권4호
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• pp.819-833
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• 2021

Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history and has been widely applied in insurance, finance, queueing theory, statistics, and many other fields. Seol [27] proposed the inverse Markovian Hawkes processes and studied some asymptotic behaviors. In this paper, we consider an extended inverse Markovian Hawkes process which combines a Markovian Hawkes process and inverse Markovian Hawkes process with features of several existing models of self-exciting processes. We study the limit theorems for an extended inverse Markovian Hawkes process. In particular, we obtain a law of large number and central limit theorems.

• 한국정보통신학회논문지
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• 제7권8호
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• pp.1674-1683
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• 2003

Markovian 신호의 간섭(interruption)하에서 Stop­-and-­Wait ARQ protocol을 적용한 패킷 데이터 다중화기의 성능을 분석한다. 시스템 모델을 살펴보면 입력 프로세스는 Poisson 프로세스로, 출력 채널은 연속되는 시간 슬롯(slot)으로 분할되고 데이터 패킷은 이 슬롯 시간 동안에 전송된다. 이 시스템에서, 프레임 시간은 왕복 지연 시간으로 정의되었다. 이 모델에서 출력 채널은 Markovian 간섭에 의해 데이타 전송이 중단되는 blocking state와 간섭이 없는 non-­blocking state로 구분된다. Markovian 간섭신호를 고려하면서, 2개의 연속적인 프레임이나 slot사이에 버퍼 상태에 관한 관계식을 고려하여 전체적인 시스템이 분석되었다. 분석된 자료 값이 시뮬레이션과 비교적 잘 일치함을 확인하였다.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2001년도 추계학술대회 학술발표 논문집
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• pp.153-156
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• 2001

This paper discusses a stochastic stabilization of Takagi-Sugeno (75) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time 75 fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized 75 fuzzy system is represented by a discrete-time 75 fuzzy system with jumping parameters. The stochastic stabilizibility of the jump 75 fuzzy system is derived and formulated in terms of linear matrix inequalities (LMls).

• 대한전기학회:학술대회논문집
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• 대한전기학회 2008년도 학술대회 논문집 정보 및 제어부문
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• pp.235-236
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• 2008

This paper is concerned with the stabilization problem of Markovian jump nonlinear systems with time-delay via Takagi-Sugeno (T-S) fuzzy control approach. The T-S fuzzy models are employed to represent nonlinear systems with Markovian jump parameters and time-delay. The purpose of this paper is to design a mode-independent fuzzy controller such that the closed-loop Markovian jump fuzzy system is stochastically stable. Based on a stochstic Lyapunov function, stabilization sufficient conditions using a mode-independent fuzzy controller are derived for the Markovian jump fuzzy system in terms of Linear Matrix Inequalities (LMIs). Finally, a simulation example is presented to illustrate the effectiveness of the proposed method.

• Journal of applied mathematics & informatics
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• 제35권3_4호
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• pp.387-397
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• 2017

In order to react the dynamic behavior of the system more actually, it is necessary to solve the first problem of synchronization for Markovian jump complex network system in practical engineering problem. In this paper, the problem of local stochastic synchronization for Markovian nonlinear coupled neural network system is investigated, including nonlinear coupling terms and mode-dependent delays, that is less restriction to other system. By designing the Lyapunov-Krasovskii functional and applying less conservative inequality, we get a new criterion to ensure local synchronization in mean square for Markovian nonlinear coupled neural network system. The criterion introduced some free matrix variables, which are less conservative. The simulation confirmed the validity of the conclusion.

• International Journal of Control, Automation, and Systems
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• 제5권6호
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• pp.712-717
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• 2007

This paper is concerned with the problem of state feedback control of continuous-time nonlinear Markovian jump systems, which are represented by Takagi-Sugeno fuzzy models. A new method for designing state feedback stabilizing controllers is presented in terms of solvability of a set of linear matrix inequalities (LMIs), and it is shown that the new design method provides better or at least the same results of the existing method in the literature. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

• The Journal of the Acoustical Society of Korea
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• 제16권3E호
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• pp.32-36
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• 1997

This study models mobile communication channels as a discrete finite Markovian process, and Markovian jump linear system having parallel Kalman filter type is applied. What is newly proposed in this paper is an equation for obtaining the transition matrix according to sampling time by using a weighted Gaussian sum approximation and its simple calculation process. Experiments show that the proposed method has superior performance and reuires computation compared to the existing MJLS using the ransition matrix given by a statistical method or from priori information.

• 대한수학회논문집
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• 제24권1호
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• pp.99-109
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• 2009

The aim of this paper is to find the set of the fixed elements and the set of elements for which equality holds in Schwarz inequality for the KMS-symmetric Markovian semigroup $\{S_t\}_{t{\geq}0}$ given in [10]. As an application, we study some properties such as the ergodicity and the asymptotic behavior of the semigroup.

• 산업경영시스템학회지
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• 제11권17호
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• pp.81-85
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• 1988

This paper presents a model that considers combinations of rework, repair, replacement and scrapping. Policy-Iteration method of inspection is proposed for a serial manufacturing system whose repair cost, scrap cost and inspection cost. when it fails, can be formulated by Markovian approach. Policy-Iteration stops when new inspection policy is the same as previous inspection policy. A numerial example is presented.

• 대한산업공학회지
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• 제8권2호
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• pp.15-21
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• 1982

This paper offers an alternative to the common probability generating function approach to the solution of steady state equations when a Markovian queue has a multivariate state space. Identifying states and substates and grouping them into vectors appropriately, we formulate a two - dimensional Markovian queue as a Markov chain. Solving the resulting matrix equations the transition point steady state probabilities (SSPs) are obtained. These are then converted into arbitrary time SSPs. The procedure uses only probabilistic arguments and thus avoids a large and cumbersome state space which often poses difficulties in the solution of steady state equations. For the purpose of numerical illustration of the approach we solve a Markovian queue with one server and two classes of customers.