SSS’10
The 42nd ISCIE International Symposiumon
Stochastic Systems Theory and Its Applications
November 26-27, 2010
40th Year Commemorative Building,Okayama University of Science, Okayama, JAPANNovember 26 (Friday)
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Room B 22542

Opening Address
Professor Tohru KATAYAMA
Special Session FS1

Session FB1Control and Localization of Moving Robots

Signal Detection and Statistical Signal Processing
Chair: T.Yasuda
Blind Detection of PSK Signals
S. Ohno, Y. Jin, T. Kodani and M. Nakamoto
Optimal State Estimators for a Class of Discrete-time Linear Systems with Colored Observation NoiseUsing Improved Recursive Formula
Y. Sawada and A. Tanikawa
Separation of Each Instrumental Sound in Monaural Music Signals Applying Adaptive Filters withStatistical Least Square Criterion
Y. Fukayama, D. Tanaka and T. Kataoka
A Synthetic Approach for Brillouin Optical Time-domain Reflectometry
K. Nishiguchi, K. Kishida and L. Che-Hsien
Lunch
Session FB2Chair: M. Tanaka Cochair: V. Kroumov
FrameworkofControlandStabilization
System for an Inverted Pendulum Moving Robot
10:35
M. Wada, M. Tanaka, T. Umetani and M. Ito
Localization of Mobile Client in Multistory Building using Public Wireless LAN System
11:00
T. Umetani, T. Yamashita and Y. Tamura
Mobile Robot Localization Using Differential Evolution
11:25
M. Ito and M. Tanaka
Localization of Moving Robots By Using Omnidirectional Camera in State Space Framework
11:50
M. Tanaka, T. Umetani, H. Hirano, M. Wada and M. Ito
13:10
Session FA2

13:10

15:00

Room A 22541

System Identification and Parameter EstimationMathematical Finance 1

Chair: S. Goto
Chair: S. Aihara
Identification of Partially Unknown System Matrix From Noisy Observation Data via
Numerical study on a Type I Error of a Random Walk Hypothesis on Interest Rates
Pseudomeasurement Approach
K. Kameyama and A. Ohsumi
Nien-Lin Liu
Dynamic Sensor Bias Correction for Attitude Estimation using Unscented Kalman Filter in Autonomous The Defaultable Market via HKA
VehicleM. Bando, Y. Kawamata and T. Aoki
T. Tsuchiya and Y. Inoue
A Numerical Method for Continuous-Discrete Unscented Kalman Filtering
Testing for Jumps in Japanese Stock Market under the Financial Crisis through High-frequency Data
M. Takeno and T. Katayama
Y. Barada,Y. Kubo and K. Yasuda
Prefiltering based on Wold's Decomposition for Closed-loop System Identification
Volatility Estimations under the Financial Crisis in the Japanese Market and Testing for Jumps
M. Matsubara
K. Aoki, Y. Barada, M. Tamura and K. Yasuda
CoffeeSession FA3
Session FB3

Fault Detection and Diagnosis /Chaos and Fractal

Mathematical Finance 2

Chair: M. Wada
15:25 Stochasticity of Nonlinear Systems of Van der Pol-Mathieu TypeT. Yamaguchi and H. Ohtagaki
A Class of One-dimensional Nonlinear Functions with Multi Return Patterns and with Piecewise Uniform
15:50 Invariant Density
T. Yasuda
On-Line Residual Life Estimation with Outlier Judgement for Condition Based Maintenance
16:15
S. Goto and K. Tsukamoto

Chair: K. Yasuda
A Discrete Version of Clark-Ocone Formula and Its Applications in Finance
J. Akahori, T. Amaba and K. Okuma
Risk-Sensitive Portfolio Optimization and its Applications
T. Hayashi
Adaptive Mean-Variance Hedging of Bond Options with Stochastic Risk Term
S. Aihara and A. Bagchi

Plenary Lecture
16:30

17:30
Ito's SDE with Jumps on Positive Half-line and Applications to Mathematical Finance
Professor Hiroshi Kunita
Chair: Hirokazu Ohtagaki
RIDAI Hall, Okayama University of Science

18:00

20:00

Banquet11th Building, Okayama University of Science
November 27 (Saturday)

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Room A 22541
Session SA1

Room B 22542
Session SB1

Modeling, Analysis and Control of Stochastic Systems and Stochastic
Processes 1

Applications in Engineering related to Stochastic Processes and Stochastic
Systems 1Chair: M. Ishikawa
Optimization of the Observation Gain Matrix for Stationary LQG Control Systems
Y. Takeuchi
Monetary Policy at Zero Interest Bound through Cointegration Analysis
Y. Morita and S. Miyagawa
H∞ Estimation for Linear Continuous-Time Markovian Jump Systems by Game Theoretic Approach

Chair: K. Kamejima
Method for Improving the Accuracy of Quality Prediction in the Manufacturing Process ofSemiconductors
S.
Chiba, H. Yamanaka and T. Toyoshima
GNSS Positioning Algorithms Applied by Gaussian Sum Filtering Methods
Y. Kubo, N. Munetomo, Y. Matsunaga and S. Sugimoto
Long Baseline GNSS Relative Positioning with Estimating Ionospheric and Tropospheric Delays andTheir Gradients
Y. Kubo, H. Tanaka, M. Ohashi and S. Sugimoto
Detection of Cycle Slips and Multipath in GNSS RTK-PPP
M. Kamimura, Y. Kubo and S. Sugimoto
CoffeeSession SB2

G. Nakura
H∞ Estimation for Linear Discrete-Time Markovian Jump Systems by Game Theoretic Approach
G. Nakura
Session SA2

10:55

12:10

Modeling, Analysis and Control of Stochastic Systems and Stochastic
Processes 2
Chair: Y. Takeuchi
H∞ Tracking with Preview for Linear Continuous-Time Markovian Jump Systems by Output Feedback

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G. Nakura
11:45 Spatio-temporal Patterns in Stochastic Plankton-fish Systems
M. Ishikawa
Statistical Models and ML Positioning Using Received Signal Powers in Sensor Networks
12:10
M. Tanikawara, K. Ohba, Y. Kubo and S. Sugimoto
13:10
Session SA3
14:25

Pattern Recognition, Computer Vision and3-D Information Processing

Chair: F. Kojima
13:35 Talker Identification using Reflection CoefficientsK. Eguchi, Y. Mochizuki, M. Taniguchi, K. Nishida and S. Sugimoto
14:00 Shape Description of 3D Objects by Curvature Spin Images Generated via Gaze Modeling
T. Nakamae, M. Maeda and K. Inoue
Multi-Fractal Articulation of Environmental Saliency Arising in Naturally Complex Scenes
14:25
K. Kamejima
14:40
Session SA4
15:30

Time Series Analysis and Spectral Estimation

Chair: J. Akahori
Inverse Problem for Electromagnetic Propagation in a Dielectric Medium Using Markov Chain Monte
15:05 Carlo Method
F.Kojima
Human Motion Analysis based on Hierarchical Decomposition Analysis
15:30
I. Hanazaki and K. Oura

Applications in Engineering related to Stochastic Processes and Stochastic
Systems 2
Chair: Y. Fujisaki
Collision Detection and Control of Parallel-structured Two-link Flexible Manipulators using Unscented
Kalman Filter
Y. Sawada, J. Kondo and Y. Watanabe
Toward Stochastic Explanation of Neutrally Stable Delayed Feedback Model of Human Balance Control
K. Yoshida
EEG Analysis based on Pulse Complex Model during Hand Motor Imagery
H. Uno, T. Yamaguchi, J. Irie, M. Maeda and K. Inoue
Lunch
Session SB3

Neural Networks and Fuzzy Systems /Image Processing
Chair:: K. Inoue
Feedback GMDH-type Neural Network and Its Application to Medical Image Analysis of the Liver Cancer
T. Kondo and J. Ueno
Restoration of Rotational Motion Blurred Images using Inverse Filter
T. Morimoto, N. Isoe, Y. Ohizumi, W. Fawwaz Al Maki and S. Sugimoto
Blur Estimation for Linear Motion Blurred Images
N. Yokota, T. Hori, W. Fawwaz Al Maki and S. Sugimoto
CoffeeSession SB4

Stochastic Optimization Methods andEvolutionary Methods
Chair: Y. Morita
Analysis of Particle Swarm Optimization Algorithms with Multiswarms and Time-Varying Parameters
Y. Wakasa, S. Ohno, K. Tanaka and Y. NishimuraExpected Squared Estimation Error of Stochastic Approximation in Finite Samples
T. Wada and Y. Fujisaki