• 대한전기학회:학술대회논문집
• /
• 대한전기학회 1986년도 하계학술대회논문집
• /
• pp.140-144
• /
• 1986

In this paper an FIR(finite impulse response) filter and smoother are introduced for discrete time-invariant state-space models with driving noises. The FIR structure not only quarantees the BIBO stability and the robustness to parameter changes but also improves the filter divergence problem. It is shown that the impulse responses of the FIR filter and the smoother are obtained by Riccati-type difference equations and that they are to be time-invariant and reduced to very simple forms. For implementational purpose, recursive forms of the FIR filler and smoother are derived with each other used as the adjoint variable.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
• /
• pp.625-628
• /
• 1997

In this paper the new neural network and sliding mode suspension controller is proposed. That neural network is error self-recurrent neural network. For fast on-line learning, this paper use recursive least squares method. A new neural networks converges considerably faster than the backpropagation algorithm and has advantages of being less affected by the poor initial weights and learning rate. The controller for suspension systems is designed according to sliding mode technique based on new proposed neural network.

• The Journal of the Acoustical Society of Korea
• /
• 제23권4E호
• /
• pp.103-107
• /
• 2004

In this Paper, we propose an algorithm called partitioned recursive least square (PRLS) that involves a procedure that partitions a large data matrix into small matrices, applies RLS scheme in each of the small sub matrices and assembles the whole size estimation vector by concatenation of the sub-vectors from RLS output of sub matrices. Thus, the algorithm should be less complex than the conventional RLS and maintain an almost compatible estimation performance.

• Communications for Statistical Applications and Methods
• /
• 제5권2호
• /
• pp.297-306
• /
• 1998

We consider a graphical method for visualizing the strictly monotonic transformation of t(y) so that the regression function E(t(y)$\mid$x) is linear in the predictor vector x. Cook and Weisberg (1994) proposed an inverse response plot which relies on the results of Li & Duan (1989) to obtain consistent estimates. Based on the recursive addition of the results from the two dimensional plots, we propose a new procedure which can be used when the consistency result is in doubt.

• Journal of the Korean Data and Information Science Society
• /
• 제8권2호
• /
• pp.271-276
• /
• 1997

A dynamic discount approach is proposed for the estimation of the Poisson parameter and the forecasting of the Poisson random variable, where the parameter of the Poisson distribution varies over time intervals. The recursive estimation procedure of the Poisson parameter is provided. Also the forecasted distribution of the Poisson random variable in the next time interval based on the information gathered until the current time interval is provided.

• Journal of applied mathematics & informatics
• /
• 제26권1_2호
• /
• pp.275-282
• /
• 2008

Our aim in this paper is to investigate the global attractivity of the recursive sequence $x_{n+1}$ = $\frac{\alpha-{\beta}x_{n-1}}{\gamma+g(x_n)}$ under specified conditions. We show that the positive (or zero for $\alpha$ = 0) equilibrium point of the equation is a global attractor with a basin that depends on certain conditions posed on the coefficients and the function g(x).

• 대한수학회지
• /
• 제33권4호
• /
• pp.1115-1122
• /
• 1996

In study of the dynamics of a map f from a topological space X to itself, a central role is played by the various recursive properties of the points of X. One such property is periodicity. A weaker property is that of being nonwandering. Intermediate recursive properties include almost periodicity and recurrence.

• 대한수학회보
• /
• 제53권3호
• /
• pp.733-749
• /
• 2016

We aim to compute discretely monitored geometric Asian option prices under the Heston model. This method involves explicit formula for multivariate generalized Fourier transform of volatility process and their integrals over different time intervals using a recursive method. As numerical results, we illustrate efficiency and accuracy of our method. In addition, we simulate scenarios which show evidently practical importance of our work.

• 대한수학회논문집
• /
• 제17권2호
• /
• pp.363-370
• /
• 2002

We show that G(x) = $e^{(x}$(1-x))/ -1 is the exponential generating function for the labeled digraphs whose weak components are transitive tournaments and derive both a recursive formula and an explicit formula for the number of them on n vertices. Moreover, we investigate the asymptotic behavior for the coefficients of G(x) using Hayman's method.d.

• 대한수학회보
• /
• 제54권1호
• /
• pp.1-15
• /
• 2017

Kanenobu has given infinite families of knots with the same HOMFLY polynomial invariant but distinct Alexander module structure. In this paper, we give a recursive formula for the Khovanov cohomology of all Kanenobu knots K(p, q), where p and q are integers. The result implies that the rank of the Khovanov cohomology of K(p, q) is an invariant of p + q. Our computation uses only the basic long exact sequence in knot homology and some results on homologically thin knots.