A D VA N C E P R O G R A M
SSS’06
The 38th ISCIE International Symposiumon
Stochastic Systems Theory and Its Applications
November 9­10, 2006
RAKO Hananoi Hotel, Suwa, Nagano, Japan
Sponsored by The Institute of Systems, Control and Information Engineers
In Association with:The Society of Instrument and Control Engineers, JapanThe Information Processing Society of JapanThe Institute of Electrical Engineers of JapanThe Institute of Electronics, Information and Communication Engineers, Japan
Research Institute of Signal Processing, JapanIEEE Tokyo Section: Societies of Control Systems;
Geoscience and Remote Sensing; Signal Processing; Systems, Man and Cybernetics

Session Schedule
Room ANov. 9

16:00­17:00
18:30­20:30

Nov. 10

Room B

10:20­12:00
10:20­12:00
TA1a Analysis of Stochastic Processes andTA1b Neural Net and Chaos
Stochastic Systems (1)12:00­13:00
Lunch
13:00­13:50
13:00­13:50
TP1a Analysis of Stochastic Processes andTP1b Neural Net and Fuzzy Systems
Stochastic Systems (2)13:50­14:00
Coffee Break
14:00­15:40
14:00­15:40
TP2a Mathematical FinanceTP2b Image Processing
15:40­16:00
Coffee BreakSunahara Memorial Lecture
Banquet09:00­10:15
FA1a Medical and Biomedical Systems

09:00­10:40
FA1b Applications in Engineering (1)10:40­11:00

Coffee Break

11:00­12:00

Sunahara Memorial Lecture

12:00­13:00

Lunch

13:00­14:40
13:00­14:40
FP1a System Identification and ParameterFP1b Applications in Engineering (2)Estimation
14:40­14:50
14:50­15:40
FP2a Signal Processing

Coffee Break
14:50­16:05
FP2b Applications in Engineering (3)Proceedings

GENERAL INFORMATION
Date and Location
The 38th International Symposium on Stochastic
Systems Theory and its Applications will be held on
November 9­10, 2006 at RAKO Hananoi Hotel, 2­1200­3,Takashima, Suwa, Nagano, 392­0022 Japan. TheSymposium Program and Steering Committee joins ininviting you to participate in this annual international
symposium of the ISCIE. Two Sunahara Memorial
Lectures and twelve technical sessions will feature awide range of theoretical and applied topics in stochasticsystems.

Language
The official Languages of the Symposium are both
English and Japanese, but all the documents including
presentation material should be prepared only inEnglish. Each presentation is allotted 25 minutes
including discussions.

Suwa City
Called the “Switzerland of the Orient”, Suwa City isfavored with natural environment ­­ Lake Suwa, theKirigamine highland and spa. Suwa is also an advanced
industrial city covering from precision machining tomechatronics.

Public Transportation
The venue is located near JR Kami­Suwa station.
Using JR Chuo West line, it takes about 2 hours and 40
minutes from Nagoya to Kami­Suwa. From Tokyo, ittakes about 2 hours and 20 minutes via Chuo East line.
From Osaka to Nagoya, it takes about 1 hour via
Shin­kan­sen. From Kami­Suwa station to the venue, ittakes 5 minutes by taxi.

Symposium Preprints
A copy of the collection of extended abstracts will be
provided to each symposium registrant. Additional copiesof the preprints may be purchased at the symposium for¥3,000/copy.

BanquetAll registrants are encouraged to participate in thebanquet.
Date & Place: November 9, 18:30 – 20:30,
at the conference venue.
Full registration fee includes the banquet fee. Full­registrants
will be invited to the banquet. Student registrants andSpouses of registrants are requested to pay ￥2,000 and￥ 3,000, respectively. Although the banquet tickets areavailable at the registration desk, it is recommended topurchase the banquet tickets in advance together withadvanced payment of registration fees.

Authors are requested to submit their camera­readymanuscripts electronically by November 1, 2006. In order
to assure high­quality proceedings, all manuscripts will
be reviewed and only accepted ones will appear in theproceedings. Accepted papers more than six (6) pages will
be charged for ¥5,000 per each exceeded two (2) pages.

Presentation tools
The liquid crystal projectors for note­PCs and OHPs
for transparent films are prepared. However, pleasebring yourselves note­PCs .

Registration
All participants are requested to pay the registration
fees in advance in principle. The deadline for theadvanced registration is October 31, 2006. Those whocannot finish the advanced registration due tounavoidable reasons are required to pay at a symposium
registration desk (on­site registration). Full registration
includes attendance at all technical sessions, a copy ofthe collection of extended abstracts and one banquet
ticket. Registration fees are as follows:
Advanced(before October 31, 2006)
Full Registrationfor Member¥12,000for Non­Member¥14,000
Student Registration ¥ 2,000On­Site¥14,000¥16,000¥ 3,000

Banquet Fees for Student and Spouse
StudentSpouse￥2,000￥3,000[A] All registrants are requested to fill the Registration
Form and send it via email to the Local Arrangement
before October 31, 2006. The email address of the local
arrangement is sss06@ks.suwa.tus.ac.jp. The form isavailable from SSS’06 homepage, and where thefollowing information is to be filled in:1) Name of registrant
2) Affiliation and Address
3) Phone Number, Fax, and E­mail address4) Total amount of payment5) The date of money transfer[B] Advanced payment of the registration fees should bedone by Bank Transfer to the bank bellow.
Bank Name: Hachijuni Bank （八十二銀行）
Branch Name: Suwa Branch, Branch No.: 515
Account Title: esuesuesu symposium(エスエスエスシンポジウム)
Account Number: 922530[C] The email address the Registration Form should besent to is:Prof. Shin’ichi Aihara, SSS’06 Local ArrangementE­mail: sss06@ks.suwa.tus.ac.jp

Te c hn ic al P r o g r am
November 9, Thursday
Room A

Room B

Session TA1a 10:20­12:00 Room A
Analysis of Stochastic Processes and Stochastic
Systems (1)Chair: M. Ishikawa (Yamaguchi Univ.)

Session TA1b 10:20­12:00 Room B
Neural Net and Chaos
Chair: T. Fukuda (Otemon Gakuin Univ.)

10:20­10:45
TA1a­1 Probabilistic Travel Time Estimation
E. Agafonov (INFOHUB Ltd.), A. Bargiela (NottinghamTrent Univ.) and M. Tanaka (Konan Univ.)
10:45­11:10
TA1a­2 Convergence Property of Noise­induced Synchronization
K. Yoshida and Y. Nishizawa (Utsunomiya Univ.)
11:10­11:35
TA1a­3 The Time­evolution of Dynamic Behavior in a Cutting
Model using Pullback
H. Oneda, K. Sato, K. Yoshida (Utsunomiya Univ.),
T. Soutome (PILOT Corp.), S. Karube (Oita National
College of Tech.) and S. Yamamoto (Utsunomiya Univ.)
11:35­12:00
TA1a­4 Estimation of Precautionary Demand Function
Y. Morita (Kyoto Gakuen Univ.), Md. J. Rahman (RajshahiUniv.) and S. Miyagawa (Kyoto Gakuen Univ.)

12:00­13:00

Lunch

Session TP1a 13:00­13:50 Room A
Analysis of Stochastic Processes and Stochastic
Systems (2)Chair: N. Nakano (Otemon Gakuin Univ.)

Session TP1b 13:00­13:50 Room B
Neural Net and Fuzzy Systems
Chair: T. Yasuda (Univ. of Shiga Pref.)13:00­13:25
TP1a­1 Detection of Pollution Load and Identification of Its
Discharged Location and Magnitude for a Polluted River
M. Kashiwagi and A. Ohsumi (Kyoto Institute of Tech.)
13:25­13:50
TP1a­2 Influence of the Random Disturbances on the
Chemotactic Bacterial Colony Formations
M. Ishikawa and T. Tanabe (Yamaguchi Univ.)

13:50­14:00

10:20­10:45
TA1b­1 A new multi­layered GMDH­type neural network
self­selecting optimum neural network architecture
T. Kondo (Univ. of Tokushima)
10:45­11:10
TA1b­2 Three­dimensional medical image recognition of bloodvessels by multi­layered GMDH­type neural network
self­selecting optimum neural network architecture
T. Kondo (Univ. of Tokushima)
11:10­11:35
TA1b­3 Stable Fixed­Point Assignment Problems in Neural
Networks and Application to Understanding Deformed andNoisy Images
H. Inaba, T. Takahashi and K. Alimhan(Tokyo Denki Univ.)
11:35­12:00
TA1b­4 On a One­dimensional Chaotic Discrete Dynamical
System with Piecewise Uniform Invariant Density
T. Yasuda (Univ. of Shiga Pref.)13:00­13:25
TP1b­1 On Fuzzy Random Vectors with Stepwise Membership
Levels and Their Application to Questionnaire Survey
Y. Egawa and T. Fukuda (Otemon Gakuin Univ.)
13:25­13:50
TP1b­2 A Quasi­ARMA Model for Financial Time Series
Prediction
L. Huang, J. Hu and K. Hirasawa (Waseda Univ.)

Coffee BreakSession TP2a 14:00­15:40 Room A
Mathematical Finance
Chair: Y. Morita (Kyoto Gakuen Univ.)

Session TP2b 14:00­15:40 Room B
Image Processing
Chair: K. Inoue (Kyushu Institute of Tech.)

14:00­14:25
TP2a­1 A Bank loan pricing model based on recovery rate
distribution
T. Kaneko and H. Nakagawa (Resona Bank, Ltd.)
14:25­14:50
TP2a­2 Economic time series analysis based on ARCH typemodel with input­output structure
S. Yamamoto, O. Kaneko (Osaka Univ.) and T. Fujii (Fukui
Univ. of Tech.)
14:50­15:15
TP2a­3 A Perturbation of Merton Model for Credit Risk
J. Akahori, Y. Kanishi, T. Tsuchiya and T. Yamada(Ritsumeikan Univ.)
15:15­15:40
TP2a­4 Recursive Parameter Identification forInfinite­dimensional Factor Model by using Particle Filter
S. Aihara (Tokyo Univ. of Science, Suwa) and A. Bagchi(Univ. of Twente)

14:00­14:25
TP2b­1 A Study on Classifier by Weak SVM Boosting
H. Saito, T. Hatanaka (Osaka Univ.), and K. Uosaki (Fukui
Univ. of Tech.)
14:25­14:50
TP2b­2 The KanNon System ­ vowel recognition using statistical
pattern recognition
R. Horiguchi, S. Nakano (Ritsumeikan Univ.),
K. Nakamuro (OMRON Corp.) and S. Sugimoto(Ritsumeikan Univ.)
14:50­15:15
TP2b­3 Inverse Filters and Image Generation for Presbyopes
H. Mori, T. Shimahashi, W. F. Al Maki, M. Matsubara andS. Sugimoto (Ritsumeikan Univ.)
15:15­15:40
TP2b­4 Chromatic Information Adaptation for Complexity­BasedIntegration of Multi­Viewpoint Imagery
K. Kamejima (Osaka Institute of Tech.)

15:40 ­16:00
16:00­17:00

Coffee BreakSunahara Memorial Lecture
Chair: S. Aihara (Tokyo Univ. of Science, Suwa)
Identification of Infinite­Dimensional Ineterst Rate Models
Prof. A. Bagchi (Univ. of Twente)

18:30­20:30

BanquetNovember 10, Friday
Room A

Room B

Session FA1a 9:00­10:15 Room A
Medical and Biomedical Systems
Chair: S. Goto (Saga Univ.)

Session FA1b 9:00­10:40 Room B
Applications in Engineering (1)Chair: Y. Fukayama (Niihama National College of Tech.)

9:00­9:25
FA1a­1 Pattern Recognition of EEG Signals during Hand andFoot Motor Imagery
T. Yamaguchi, M. Taniguchi, K. Nagata, M. Mihara,
P. Q. Truong, K. Inoue, M. Fujio, K. Kumamaru (Kyushu
Institute of Tech.) and G. Pfurtscheller (Graz Univ.
of Tech.)9:25­9:50
FA1a­2 Separation Performance of ICA Algorithms Dependent
on the Source Number
T. Ishibashi, S. Tamatsuka, M. Sugahara, K. Inoue(Kyushu Institute of Tech.), H. Gotanda (Kinki Univ.)
and K. Kumamaru (Kyushu Institute of Tech.)
9:50­10:15
FA1a­3 Estimation of the Number of Unknown Source Signals
and Its Application to EEG Analysis
T. Ishibashi, M. Sugahara, S. Tamatsuka, K. Inoue(Kyushu Institute of Tech.), H. Gotanda (Kinki Univ.)
and K. Kumamaru (Kyushu Institute of Tech.)

9:00­9:25
FA1b­1 A Stochastic Regression Analysis of Higher Orderbetween Two Different Wavy Environmental Factors around
VDT with Attachment of TecnoAO
Y. Fujita (Onomichi Univ.) and M. Ohta (Emeritus Prof. ofHiroshima Univ.)
9:25­9:50
FA1b­2 Localization of a Moving Sensor by Particle Filters
M. Ito and M. Tanaka (Konan Univ.)
9:50­10:15
FA1b­3 Analysis of Local Influence with Capricious Agents inAgent­Based Simulations
N. Nakano (Otemon Gakuin Univ.)
10:15­10:40
FA1b­4 Risk­sensitive Preview Tracking Control of Stochastic
Systems
Y. Sawada (Kyoto Institute of Tech.)10:40­11:00
11:00­12:00

Coffee BreakSunahara Memorial Lecture
Chair: K. Kamejima (Osaka Institute of Tech.)Autonomous pattern formation in the skin of animals
Prof. S. Kondo (Nagoya Univ.)12:00­13:00

Lunch

Session FP1a 13:00­14:40 Room A
System Identification and Parameter Estimation
Chair: T. Hatanaka (Osaka Univ.)

Session FP1b 13:00­14:40 Room B
Applications in Engineering (2)Chair: Y. Sawada (Kyoto Institute of Tech.)

13:00­13:25
FP1a­1 New smoothers for discrete­time linear stochastic
systems with unknown disturbances
A. Tanikawa (Osaka Institute of Tech.)
13:25­13:50
FP1a­2 Optimization of Linear Observations for the Stationary
Kalman Filter based on a Generalized Water Filling
TheoremY. Takeuchi (Osaka Univ. of Education)
13:50­14:15
FP1a­3 Identification of Stress Corrosion Cracking Profiles
using ε­Greedy Search Inverse Analysis in Eddy
Current Testing
F. Kojima (Kobe Univ.), T. Usami (Mitsubishi ElectricCorp.) and N. T. Duong (Kobe Univ.)
14:15­14:40
FP1a­4 Analysis of Brain Activity from Temporal Data measured
by Near Infrared Spectroscopy
K. Numa (Kokushikan Univ.), M. Takesue (Tokyo DenkiUniv.), K. Oura (Kokushikan Univ.) and I. Hanazaki(Tokyo Denki Univ.)

13:00­13:25
FP1b­1 Acoustical Positioning applying the Gold­sequence PRK
Y. Fukayama (Niihama National College of Tech.)
13:25­13:50
FP1b­2 A New GNSS Relative Positioning Algorithm Based onGR Models
S. Sugimoto, Y. Kubo, S. Fujita and T. Kazuno(Ritsumeikan Univ.)
13:50­14:15
FP1b­3 Very Precise Point Positioning Based on GR Models
S. Sugimoto, Y. Kubo and S. Fujita (Ritsumeikan Univ.)
14:15­14:40
FP1b­4 Estimation and Validation of Integer Ambiguity inCarrier Phase GPS Positioning
Y. Kubo, S. Fujita and S. Sugimoto (Ritsumeikan Univ.)

14:40­14:50

Coffee BreakSession FP2a 14:50­15:40 Room A
Signal Processing
Chair: F. Kojima (Kobe Univ.)

Session FP2b 14:50­16:05 Room B
Applications in Engineering (3)Chair: Y. Kubo (Ritsumeikan Univ.)

14:50­15:15
FP2a­1 A Simple Adaptive Filter Method for Cancellation of theCoupling Wave in OFDM Signals at SFN Relay Station
H. Sakai, T. Oka and K. Hayashi (Kyoto Univ.)
15:15­15:40
FP2a­2 Attitude Change Rate Estimation from Multi­Head Star
Sensor Images
K. Nishiguchi and S. Yoshikawa (Mitsubishi ElectricCorp.)

14:50­15:15
FP2b­1 Evolutionary Computation for Human Hand Detection ofA Partner Robot
S. Hashimoto (Kyoto Gakuen Univ.), F. Kojima (KobeUniv.) and N. Kubota (Tokyo Metropolitan Univ. and JST)
15:15­15:40
FP2b­2 Loop­Avoidance Method for Load­Balancing RoutingAlgorithm
H. Une (Chiba Univ.), F. Qian (Kanto Gakuin Univ.) and
H. Hirata (Chiba Univ.)
15:40­16:05
FP2b­3 Deterioration Prediction of Rotating Equipment Basedon Vibration Measurement by Considering Data Reliability
S, Goto, K. Koga (Saga Univ.), T. Furue, C. Matsuo,
M. Sueyoshi, Y. Imaizumi, H. Hatazaki (Kyushu ElectricPower Corp.) and M. Nakamura (Saga Univ.)