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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국산업응용수학회 JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS Journal of the Korean Society for Industrial and Applied Mathematics Vol.16 No.1
- 발행연도
- 2012.3
- 수록면
- 51 - 64 (14page)
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초록· 키워드
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This paper provides an efficient dimension reduction algorithm of the positive realization of discrete phase type(DPH) distributions. The relationship between the representation of DPH distributions and the positive realization of the positive system is explained. The dimension of the positive realization of a discrete phase-type realization may be larger than its McMillan degree of probability generating functions. The positive realization with sufficient large dimension bound can be obtained easily but generally, the minimal positive realization problem is not solved yet. We propose an efficient dimension reduction algorithm to make the positive realization with tighter upper bound from a given probability generating functions in terms of convex cone problem and linear programming.
목차
ABSTRACT
1. INTRODUCTION
2. PROBLEMS IN DISCRETE PHASE DISTRIBUTION AND POSITIVE REALIZATION
3. POLYHEDRAL CONE APPROACH FOR DPH DISTRIBUTION
4. DIMENSION REDUCTION OF A POSITIVE REALIZATION
5. CONCLUSION
REFERENCES
참고문헌 (19)
참고문헌 신청
M. F. Neuts / 1994 / Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach / Dover Publications, Inc
A. Bobbio / 2003 / Acyclic discrete phase type distributions: properties and a parameter estimation algorithm / Performance Evaluation 54:1~32
C. Commault / 2003 / Phase-type distributions and representations: Some results and open problems for system theory / International Journal of Control 76(6):566~580
M. Fackrell / 2005 / Fitting with matrix-exponential distributions / Stochastic Models 21(2):377~400
김경섭 / 201108 / A fitting method with generalized Erlang distributions / SIMULATION MODELLING PRACTICE AND THEORY 19(7):1507~1517
A. Bobbio / 2003 / Acyclic discrete phase type distributions: properties and a parameter estimation algorithm / Performance Evaluation 54:1~32
C. Commault / 2003 / Phase-type distributions and representations: Some results and open problems for system theory / International Journal of Control 76(6):566~580
M. Fackrell / 2005 / Fitting with matrix-exponential distributions / Stochastic Models 21(2):377~400
김경섭 / 201108 / A fitting method with generalized Erlang distributions / SIMULATION MODELLING PRACTICE AND THEORY 19(7):1507~1517
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UCI(KEPA) : I410-ECN-0101-2013-410-001705338