마코프 조정 가우시안과정의 자기상관함수에 관한 연구

• 영문명: A Study on the Autocorrelation Function for Markov Modulated Gaussian Process
• 발행기관: 한국산업경영시스템학회
• 저자명: 이혜연 장중순 신용백
• 간행물 정보: 『산업경영시스템학회지』제25권 제6호, 1~6쪽, 전체 6쪽
• 주제분류: 공학 > 산업공학
• 파일형태: PDF
• 발행일자: 2002.12.01

국문 초록

Most of process data control have been designed under the assumption that there are independence between observed data. However, it has been difficult to apply the traditional method to real-time data because they are autocorrelated, and they are not normally distributed. And the more, they have fluctuating means. Already the control method for these data was proposed by Markov Modulated Gaussian Process. Therefore, this study take into account MMGP''s traits especially for the MMGP''s autocorrelation.