The state is markov process in appropriate expanded space and the accurate stationary solution , which is the probability density function of velocity response , can be obtained by solving its corresponding fpk equation 在适当扩大了的空间中,其状态是马尔可夫的,通过求解对应的fpk方程可得到精确稳态解,即速度响应的概率密度函数。
For quantitative solution , we study gspn and find that the reachability graph of a gspn is isomorphic to a continuous time markov process ( ctmp ) when the vanishing markings are eliminated , so markov process method can be used 在安全性定量分析方面,我们研究发现去除消失标识后, gspn的可达图与一个连续时间markov过程( ctmp )是同构的,为此,可利用markov过程方法进行分析。
Markov decision process , in short mdp , is also called sequential stochastic optimization stochastic optimum control . the controlled markov process or stochastic dynamic programming is the theory on stochastic sequential decision 马尔可夫决策过程( markovdecisionprocesses ,简称mdp ,又称序贯随机最优化、随机最优控制、受控的马尔可夫过程或随机动态规划)是研究随机序贯决策的问题的理论。
When high - bandwidth star sensor measurements are available , according to the singer tracking model , the full angular acceleration is modeled as a first order markov process while the use of the attitude dynamics is totally avoided 在能够获得高频星敏感器测量的情况下,针对模型不确定问题,提出了一种基于singer模型的新的滤波算法,把角加速度建模为一阶马尔科夫过程,从而避免了使用姿态动力学模型。
The class of systems is a hybrid class of systems with two components in the vector state . the first component refers to the mode and the second one to the state . the mode is described by a continuous markov process with finite state space 这类系统是一类混合系统,由两部分构成,第一部分是系统的模式,第二部分是系统的状态,模式可以用连续时间离散状态的markov过程来描述,在每一个模式中,状态可由一个随机微分方程表示。
According to markov process , a general model for call flow in hcs is introduced , which is utilized to compare different call - overflow schemes . the analysis shows that bidirectional call - overflow scheme can lead to the lowest call blocking probability and the lowest handoff failure probability 基于马尔可夫过程提出了分析hcs中呼叫流的通用模型,并利用它比较了不同呼叫溢出方案(无呼叫溢出、单向呼叫溢出、双向呼叫溢出方案)对hcs系统性能的影响。
In the study of environment model - based processing , the thesis presents a signal enhancement method based on combination of the ocean acoustic propagation , measurement system and noise models . furthermore , a signal enhancement algorithm is developed on the basis of the model - based identifer ( mbid ) implemented by the the augmented gauss - markov process and corrsponding extended kalman filter 本文通过了对模基信号处理实现信号增强的理论研究,提出了一种利用传播模型、噪声模型和阵测量模型、并注重环境信息来实现水声信号增强的方法,继而实现了基于增广高斯?马尔可夫过程和相应的扩展卡尔曼滤波联合的模基辨识器的信号增强算法。
Based on the study of strength degradation of material in the fatigue process , a strength degradation model is proposed . a stochastic differential equation , which controls strength degradation , is obtained from the model randomized by markov process . by using the theory of stochastic , the distributions of residual strength at any given lifetime and lifetime of any given residual strength are attained . under a few suitable hypotheses , inverse gaussian distribution of fatigue life is derived , and verified by means of experimental data . the result shows that the model and the method are reasonable 在研究疲劳过程中材料强度退化规律的基础上,建立了一个强度退化模型.对其进行随机化处理,得到控制强度退化过程的随机微分方程.在一定假设条件下,获得了剩余强度概率密度函数的封闭解,并推导出疲劳寿命的反高斯分布形式.给出一种考虑损伤状态对随机涨落影响的近似处理方法.与试验数据的比较结果表明,本文的模型和方法是合理的
Subsequently we make use of the isomorphism property between the behavior of petri nets with exponentially distributed transition rates and markov process to acquire markov chain , and compute the subsystem ' s mean time to delay and transfer probability of subsequencial state , which present the theoretical evidence for intrusion detection system ' s design 随后利用随机petrinet和连续时间的马尔可夫链同构的性质,应用所获得的同构马尔可夫链对求得稳定状态概率的子系统的平均延时时间和后继状态转移概率进行了详细的计算,从而为入侵检测系统的设计提供理论根据。
2 ) we can do it by applying the dcf model and earning income scheme . second ly , whereas these theories are applied very well abroad , i will discuss the practicability of these theories when we use in chinese stock market , then i will draw a conclusion that there is some localization when these theories are applied in chinese stock market . finally , by studying the markov process , we can see the equity risk premium data which are derived from chinese stock market have characteristic of markov process , so i will establish the model based on the markov process and make a short time forecast about chinese equity risk premium 我们首先对诸多国外理论工作者在这方面的研究做一次总体的介绍与分析,国外的理论工作者在研究股权风险溢价,可以分为两大类:一是运用历史数据估计未来股票市场的业绩;二是以运用dcf模型或收入收益方案为基础进行的研究工作;其次,鉴于上述理论在国外良好的实用性,我们进一步讨论这些国外的理论在研究中国股票市场股权风险溢价时的实用性,并得出这些理论应用于中国股票市场的局限性;最后,通过对马氏链的研究得出中国股票市场上的股权风险溢价的样本数据同样满足马氏链的特征,本文建立了基于马氏链的股权风险溢价模型。