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논문 기본 정보

자료유형
학술저널
저자정보
KYUNGSUP KIM (CHUNGNAM NATIONAL UNIVERSITY)
저널정보
한국산업응용수학회 JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS Journal of the Korean Society for Industrial and Applied Mathematics Vol.20 No.3
발행연도
2016.9
수록면
225 - 242 (18page)

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초록· 키워드

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The phase-type representation is strongly connected with the positive realization in positive system. We attempt to transform phase-type representation into sparse mono-cyclic positive representation with as low order as possible. Because equivalent positive representations of a given phase-type distribution are non-unique, it is important to find a simple sparse positive representation with lower order that leads to more effective use in applications. A Hypo-Feedback-Coxian Block (HFCB) representation is a good candidate for a simple sparse representation. Our objective is to find an HFCB representation with possibly lower order, including all the eigenvalues of the original generator. We introduce an efficient nonlinear optimization method for computing an HFCB representation from a given phase-type representation. We discuss numerical problems encountered when finding efficiently a stable solution of the nonlinear constrained optimization problem. Numerical simulations are performed to show the effectiveness of the proposed algorithm.

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ABSTRACT
1. INTRODUCTION
2. PHASE-TYPE DISTRIBUTIONS
3. SPECIALLY STRUCTURED POSITIVE REPRESENTATIONS
4. OPTIMIZATION METHOD FOR FINDING A SPARSE HFCB REPRESENTATION
5. NUMERICAL RESULTS AND DISCUSS
6. CONCLUSION
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