| October 28, 2011 (Friday) |
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| Session: FA1, 10:15-11:41, Room A |
| System Identification and Parameter Estimation
1 |
| Chair: K. Kameyama (Fukui Nat. College of
Tech.) |
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| 10:15-10:35 |
| FA1-1 |
An H-infinity Norm Condition Based on Input-Output
Covariances
K. Maeda and Y. Fujisaki (Osaka Univ.) |
| 10:37-10:57 |
| FA1-2 |
Blind Deconvolution with IIR Filter by Projecting the
Learning Law in FIR Approximation
T. Hirotani, N. Saito and K. Sugimoto (Nara Inst. of Sci. and Tech.) |
| 10:59-11:19 |
| FA1-3 |
On the Continuous-discrete Nonlinear Filters by Using
Divided Difference Approximation
M. Takeno and T. Katayama (Doshisha Univ.)
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| 11:21-11:41 |
| FA1-4 |
An Application of the Empirical Likelihood Method to
Channel Estimation with Prior Information
H. Sakai and H. Yamakage (Kyoto Univ.) |
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| Session: FB1, 10:15-11:41, Room B |
| Modeling, Filtering and Control of Stochastic
Systems and Stochastic Processes 1 |
| Chair: M. Ishikawa (Yamaguchi Univ.) |
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| 10:15-10:35 |
| FB1-1 |
Local Convergence of the Sequential Quadratic Method
for Differential Games
Akio Tanikawa (Osaka Inst. of Tech.), H. Mukai and M. Xu (Washington
Univ.)
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| 10:37-10:57 |
| FB1-2 |
Smoothing Splines with Continuous Data
V. Tyuryaev and C. Martin (Texas Tech. Univ.) |
| 10:59-11:19 |
| FB1-3 |
Robust Filter Based Control of a Single-link Flexible
Arm and Its Collision Detection Using Innovation Process
Y. Sawada (Kyoto Inst. of Tech.), T. Fujimoto (Osaka Univ.), J. Moritani (Kyoto Inst. of Tech.) and A. Tanikawa (Osaka Inst. of Tech.) |
| 11:21-11:41 |
| FB1-4 |
A Method of Hybrid Optimization of the Observations
for Stationary LQG Control Systems
Y. Takeuchi and R. Matsumi (Osaka Univ. of Education) |
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| Session: FA2, 13:10-14:14, Room A |
| System Identification and Parameter Estimation
2 |
| Chair: T. Fukuda (Otemon Gakuin Univ.) |
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| 13:10-13:30 |
| FA2-1 |
Modeling and Identification of Discrete Second-Order
Systems via Stochastic Mechanics
A. Ohsumi (Kyoto Inst. of Tech.) |
| 13:32-13:52 |
| FA2-2 |
Quantitative Evaluation for Two-dimensional
Electromagnetic Propagation in a Dielectric Medium using Markov Chain Monte
Carlo Method
F. Kojima (Kobe Univ.) and J. S. Knopp (Air Force Research Lab., USA) |
| 13:54-14:14 |
| FA2-3 |
Simultaneous Identification of Unknown System Matrix
and Exogenous Input of Linear Stochastic Systems via Pseudomeasurement
Approach
K. Kameyama (Fukui Nat. College of Tech.) and A. Ohsumi (Kyoto Inst. of
Tech.) |
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| Session: FB2, 13:10-14:14, Room B |
| Modeling, Filtering and Control of Stochastic
Systems and Stochastic Processes 2 |
| Chair: Y. Takeuchi (Osaka Univ. of Education) |
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| 13:10-13:30 |
| FB2-1 |
Stochastic Optimal Control of an SIR Epidemic Model
with Vaccination
M. Ishikawa (Yamaguchi Univ.) |
| 13:32-13:52 |
| FB2-2 |
An Approach to Hybrid Smoothing for Linear
Continuous-Time Systems with Non-Gaussian Noises
G. Nakura |
| 13:54-14:14 |
| FB2-3 |
H-infinity Tracking with Preview for Linear
Continuous-Time Markovian Jump Systems Including Infinite Horizon Case
G. Nakura |
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| Session: FA3, 14:30-15:56, Room A |
| Neural Networks and Fuzzy Systems |
| Chair: H. Ohtagaki (Okayama Univ. of Sci.) |
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| 14:30-14:50 |
| FA3-1 |
A New Multi-layered GMDH-type Neural Network Algorithm
Using Principal Component-Regression Analysis
T. Kondo and J. Ueno (Univ. of Tokushima) |
| 14:52-15:12 |
| FA3-2 |
Medical Image Diagnosis of Liver Cancer by
Multi-layered GMDH-type Neural Network Using Artificial Intelligence
Technology
T. Kondo and J. Ueno (Univ. of Tokushima) |
| 15:14-15:34 |
| FA3-3 |
Design of Direct Adaptive Fuzzy Controller for MEMS
Gyroscope
J. Fei and W. Juan (Hohai Univ.) |
| 15:36-15:56 |
| FA3-4 |
Probabilistic Approach for Vague Perceptions of
Complex Phenomena
T. Fukuda (Otemon Gakuin Univ.) |
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| Session: FB3, 14:30-15:56, Room B |
| Applications in Engineering related to
Stochastic Processes and Stochastic Systems 1 |
| Chair: S. Fujita (Electronic Navigation
Research Inst.) |
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| 14:30-14:50 |
| FB3-1 |
Load Balancing Routing Protocol with Bayesian Learning
of Link Utilization Ratio
T. Teramoto and M. Hara (Matsue College of Tech.) |
| 14:52-15:12 |
| FB3-2 |
Optimal Vector Smoothing Splines with Coupled
Constraints
H. Fujioka (Fukuoka Inst. of Tech.) and H. Kano (Tokyo Denki Univ.) |
| 15:14-15:34 |
| FB3-3 |
Detection and Exclusion of Abnormal Measurement Data
in GNSS Precise Point Positioning
A. Chabata, M. Kamimura, Y. Kubo and S. Sugimoto(Ritsumeikan Univ.) |
| 15:36-15:56 |
| FB3-4 |
Precise Point Positioning Using Combined GPS and
GLONASS
T. Miyazaki, Y. Kubo and S. Sugimoto (Ritsumeikan Univ.) |
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| Invited Session, 16:15-17:30, Room A |
| Research Directions in Stochastic Dynamical
Systems |
| Chair: F. Kojima (Kobe Univ.) |
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| IS-1 |
Propagation of Uncertainty in Dynamical Systems
H. T. Banks and S. Hu (North Carolina State Univ.) |
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| IS-2 |
Methods of Parameter Subset Selection
F. Kappel (Univ. of Graz) |
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| October 29, 2011 (Saturday) |
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| Organized Session: SA1, 10:00-11:48, Room A |
| Stochastic Robotics |
| Co-chairs: M. Tanaka (Konan Univ.) and Y.
Fukayama (Hiroshima Inst. of Tech.) |
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| 10:00-10:20 |
| SA1-1 |
Detection of Mobile Objects for Outdoor Navigation
Robots
M. Tanaka, M. Wada, T. Umetani (Konan Univ.) and M. Ito (Maizuru Nat.
College of Tech.) |
| 10:22-10:42 |
| SA1-2 |
Framework of Sensor Fusion Network for an Inverted
Pendulum Mobile Robot KoRo
M. Wada, M. Tanaka, T. Umetani, T. Kuwata, N. Kuga, A. Kojima, T. Matsuda,
T. Sakai, N. Adachi, K. Inaoka (Konan Univ.) and M. Ito (Maizuru Nat. College
of Tech.) |
| 10:44-11:04 |
| SA1-3 |
A Differential Evolution-Based Approach for Global
Localization of Mobile Robot
M. Ito (Maizuru Nat. College of Tech.) and M. Tanaka (Konan Univ.) |
| 11:06-11:26 |
| SA1-4 |
Localization of Wireless LAN Client in Multistory
Buildings using Strength of Received Signals in State Space Framework
T. Umetani, S. Yamane, T. Yamashita and Y. Tamura (Konan Univ.) |
| 11:28-11:48 |
| SA1-5 |
Sensor Fusion of Vision System and Thermal Imaging
Sensor for Target Tracking
T. Umetani, N. Kuga, M. Tanaka, M. Wada (Konan Univ.) and M. Ito (Maizuru
Nat. College of Tech.) |
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| Session: SB1, 10:00-11:48, Room B |
| Mathematical Finance 1 |
| Chair: S. Aihara (Tokyo Univ. of Science, Suwa) |
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| 10:00-10:20 |
| SB1-1 |
Principal Component Analysis Applied to Forward Rates
II: Experiments with Dummy Data
N.-L. Liu, I. Shin and Y. Yasuda (Ritsumeikan Univ.) |
| 10:22-10:42 |
| SB1-2 |
On Approximation of Eigenvalues of Spot Cross
Volatility Matrix
N.-L. Liu and H.-L. Ngo (Ritsumeikan Univ.) |
| 10:44-11:04 |
| SB1-3 |
Optimal Stopping Problems for Spectrally Negative Levy
Processes and Applications in Finance
M. Egami (Kyoto Univ.) and K. Yamazaki (Osaka Univ.) |
| 11:06-11:26 |
| SB1-4 |
Some Numerical Results of Sensitivity Analysis for
Expected Values w.r.t. Linear SDE with Long Memory
K. Yasuda (Hosei Univ.) |
| 11:28-11:48 |
| SB1-5 |
A Numerical Examination of Asymptotic Behavior of
Prices of Path Dependent Options
H. Uchida (Ritsumeikan Univ.) |
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| Session: SC1, 10:00-11:48, Room C |
| Pattern Recognition, Computer Vision and image
Processing |
| Chair: I. Hanazaki (Tokyo Denki Univ.) |
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| 10:00-10:20 |
| SC1-1 |
Blind Deconvolution of Rotational Motion Blurred
Images
N. Isoe, R. Maruo and S. Sugimoto (Ristumeikan Univ.) |
| 10:22-10:42 |
| SC1-2 |
Probabilistic Graph Minor Generation with Dynamic
Reference to Geographics Annotation
K. Kamejima (Osaka Inst. of Tech.) |
| 10:44-11:04 |
| SC1-3 |
Investigation of Lighting Conditions for Teleoperation
of Robot Arms by Image Processing and Force-free Control
A. Pallegedara, Y. Matsuda, T. Sugi, T. Matsumoto, K. Tsukamoto (Saga Univ.), N. Egashira (Kurume Nat.
College of Tech.) and S. Goto (Saga Univ.) |
| 11:06-11:26 |
| SC1-4 |
Statistical Reflectance Property Estimation Method of
Metallic Surface
M. Suwa, S. Tou (OMRON Corporation) and L. Ma (Shanghai Jiao Tong Univ.) |
| 11:28-11:48 |
| SC1-5 |
KanNon System - Vowel Recognition with Discrimination
of Phoneme Intervals
M. Taniguchi, K. Nishida, H. Murata, T. Sagara and S. Sugimoto (Ritsumeikan
Univ.) |
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| Session: SA2, 12:50-13:54, Room A |
| System Identification and Parameter Estimation
3 |
| Chair: Y. Fujisaki (Osaka Univ.) |
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| 12:50-13:10 |
| SA2-1 |
System Identification of Highly nonlinear Equation of
Motion for a Rigid Body in Water
H. Isshiki (Inst. of Mathematical Analysis) and S.-J. Lee (Chungnam
National Univ.) |
| 13:12-13:32 |
| SA2-2 |
Prefiltering of Frequency Domain Data Based on Wold's
Decomposition for MIMO System Identification
M. Matsubara |
| 13:34-13:54 |
| SA2-3 |
Experimental Validation of Adaptive Velocity and
Acceleration Estimators with MEMS-Based Inertial Sensors
T. Nimiya, M. Sakamoto, Y. Kawakami, H. Suemitsu and T. Matsuo (Oita Univ.) |
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| Session: SB2, 12:50-13:54, Room B |
| Mathematical Finance 2 |
| Chair: J. Akahori (Ritsumeikan Univ.) |
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| 12:50-13:10 |
| SB2-1 |
Identification Problem for Heston Stochastic
Volatility Model by Using Non-central Chi-Square Random Generation
Method
S. Aihara (Tokyo Univ. of Science, Suwa), A. Bagchi (Twente Univ.) and S.
Saha (Linkoping Univ.) |
| 13:12-13:32 |
| SB2-2 |
Principal Component Analysis Applied to Forward Rates
I: Experiments with Empirical Data
N.-L. Liu, I. Shin, and Y. Yasuda (Ritsumeikan Univ.) |
| 13:34-13:54 |
| SB2-3 |
An Application of Put-Call Symmetry to Stochastic
Numerical Analysis
Y. Imamura, Y. Ishigaki, T. Kawagoe and T. Okumura (Ritsumeikan Univ.) |
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| Session: SC2, 12:50-13:54, Room C |
| Applications in Engineering related to
Stochastic Processes and Stochastic Systems 2 |
| Chair: T. Aoki (Hitachi, Ltd.) |
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| 12:50-13:10 |
| SC2-1 |
Reliability Analysis for Degradation Data Based On
Stochatic Process Models and Bayesian Estimations
T. Kaise (Univ. of Hyogo) |
| 13:12-13:32 |
| SC2-2 |
Multi-Layer Ionospheric VTEC Estimation for GNSS
Positioning
M. Ohashi, T. Hattori, Y. Kubo and S. Sugimoto (Ritsumeikan Univ.) |
| 13:34-13:54 |
| SC2-3 |
Detection and Correction of Cycle Slips in GNSS Signal
Tracking for Single Frequency Applications
S. Fujita, S. Saito and T. Yoshihara (Electronic Navigation Research Inst.) |
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| Session: SA3, 14:10-15:36, Room A |
| Stochastic Optimization Methods and
Evolutionary Methods |
| Chair: S. Yamamoto (Kanazawa Univ.) |
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| 14:10-14:30 |
| SA3-1 |
Stability Analysis of the Particle Swarm Optimization
Algorithm Considering Interaction between Particles
Y. Wakasa (Yamaguchi Univ.), S. Ohno (Hiroshima Univ.), K. Tanaka, and Y.
Nishimura (Yamaguchi Univ.) |
| 14:32-14:52 |
| SA3-2 |
System Trading of Diversified Investment by Hybrid
Method of GP and GA
N. Koide and K. Okuhara (Osaka Univ.) |
| 14:54-15:14 |
| SA3-3 |
Assignment of Jurisdiction Area to Fire Department by
Minimizing Welfare Loss
K. Okuhara (Osaka Univ.) |
| 15:16-15:36 |
| SA3-4 |
Interpolation Search for Swarm Intelligence to
Optimization Problem
K. Okuhara and T. Tanaka (Osaka Univ.) |
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| Session: SB3, 14:10-15:36, Room B |
| Analysis of Stochastic Systems and Stochastic
Processes 1 |
| Chair: K. Nishiguchi (Osaka Univ.) |
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| 14:10-14:30 |
| SB3-1 |
On the Liquidity Trap in the Interval (2001,2006) with
Zero Interest Rate
Y. Morita and S. Miyagawa (Kyoto Gakuen Univ.) |
| 14:32-14:52 |
| SB3-2 |
Estimations of Vocal Area Functions During Vowel
Production From MRI Data and Speech Signal
A. Fukatsu, M. Ishii, P. T. Nhut, T. Sayama and I. Hanazaki (Tokyo Denki
Univ.) |
| 14:54-15:14 |
| SB3-3 |
Robust Stability of Markovian Jump Stochastic
Uncertain Systems with Mode-dependent Time-varying Delays
M. Hua, J. Fei and W. Dai (Hohai Univ.) |
| 15:16-15:36 |
| SB3-4 |
Chaotic Behavior in Piecewise Continuous Maps
T. Yamaguchi and H. Ohtagaki (Okayama Univ. of Sci.) |
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| Session: SC3, 14:10-15:36, Room C |
| Applications in Engineering related to
Stochastic Processes and Stochastic Systems 3 |
| Chair: K. Oura (Kokushikan Univ.) |
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| 14:10-14:30 |
| SC3-1 |
Differential Flatness Theory and Extended Kalman
Filtering for Sensorless Control of Induction Motors
G. Rigatos (Industrial Systems Institute) and P. Siano (Univ. of Salerno) |
| 14:32-14:52 |
| SC3-2 |
A Music Transcription Algorithm Applying State
Estimation and Parameter Identification on the Time-frequency Plane
Y. Fukayama (Hiroshima Inst. of Tech.) and D. Tanaka (Nara Inst. of Sci.
and Tech.) |
| 14:54-15:14 |
| SC3-3 |
Stochastic Investment Trading Model for Selection of
Companies Under Uncertainty in Stock Markets
H. V. Pham, E. W. Cooper and K. Kamei (Ritsumeikan Univ.) |
| 15:16-15:36 |
| SC3-4 |
A Simulation of the Radiation Diffusion by a
Stochastic Diffusion Model with Geographical Data
N. Shimizu and T. Tsuchiya (Ritsumeikan Univ.) |
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| Session: SA4, 15:50-17:16, Room A |
| Medical and Biomedical Systems |
| Chair: T. Umetani (Konan Univ.) |
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| 15:50-16:10 |
| SA4-1 |
Human Motion Analysis of a Hula Hooper using Motion
Capture System
K. Oura (Kokushikan Univ.), Y. Kanai and I. Hanazaki (Tokyo Denki Univ.) |
| 16:12-16:32 |
| SA4-2 |
The Relationship of the Heartbeat and Interbreath
Dynamics in Young and Elderly People
W. Bucaoto and A. Lenskiy (Korea Univ. of Tech. and Education) |
| 16:34-16:54 |
| SA4-3 |
EEG Pattern Recognition Based on Frequency Analysis
During Imaging and Gazing Tasks
K. Kinoshita, T. Yamaguchi, H. Uno, Y. Nishihara, M. Maeda and K. Inoue
(Kyushu Inst. of Tech.) |
| 16:56-17:16 |
| SA4-4 |
Basic Consideration on Inverse Problem for Vocal Tract
Deformation from Non-Uniform Tube
J. S. Lee (Univ. of Ulsan) and H. Isshiki (Inst. of Mathematical Analysis) |
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| Session: SB4, 15:50-16:54, Room B |
| Analysis of Stochastic Systems and Stochastic
Processes 2 |
| Chair: Y. Morita (Kyotogakuen Univ.) |
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| 15:50-16:10 |
| SB4-1 |
Multivariate Itakura-Saito Distance for Spectral
Estimation: Relation Between Time and Spectral Domain Relative Entropy
Rates
A. Ferrante, C. Masiero and M. Pavon (Univ. of Padova) |
| 16:12-16:32 |
| SB4-2 |
Convergence and Confidence Intervals of a Stochastic
Differential Equation
P. Xue and S. Yamamoto (Kanazawa Univ.) |
| 16:34-16:54 |
| SB4-3 |
Local Smoothness of the Densities of Solutions of SDEs
with Singular Coefficients
M. Hayashi (Osaka Univ. and Japan Sci. and Tech. Agency), A. Kohatsu and G.
Yuki (Ritsumeikan Univ. and Japan Sci. and Tech. Agency) |
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| Session: SC4, 15:50-16:54, Room C |
| Signal Detection and Statistical Signal
Processing |
| Chair: M. Suwa (OMRON Corporation) |
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| 15:50-16:10 |
| SC4-1 |
Automatic Modulation Classification Using PDF
Approximation
Y. Jin, S. Ohno and S. Tokuhara (Hiroshima Univ.) |
| 16:12-16:32 |
| SC4-2 |
A Road Deviation Decision Method Using State Diagram
and Statistical Hypothesis Test in Map Matching
T. Aoki, M. Bando, T. Hiruta (Hitachi, Ltd.), K. Kato, A. Kawabata and Z.
Liu (Clarion Co., Ltd.) |
| 16:34-16:54 |
| SC4-3 |
Analytical Solution to the Equation of Brillouin
Optical Time Domain Reflectometry and Its Properties
K. Nishiguchi (Osaka Univ.) |
| 16:56-17:16 |
| SC4-4 |
Experimental and Numerical Study of Tennis Ball Trajectories
M. Gradinscak (Korea Univ. of Tech. and Edu.), F. Jafar, A. Antiohos (Victoria Univ.) and S. Y. Yang (Korea Univ. of Tech. and Edu.) |
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