| Program of SSS'09 (2009.10.5 final version) | |||||
| November 13 (Friday) | |||||
| From | To | A (Main Hall) | B (Seminar Room 101) | C (Seminar Room 102) | D (Seminar Room 103) |
| 9:50 | 10:00 | Opening
address Tohru Katayama |
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| 10:00 | 11:40 | A1 System Identification 1 Chair: Kiyoshi Wada |
B1 Applications in Engineering Chair: Toshiharu Hatanaka |
C1 Time Series Analysis and Spectral Estimation Chair: Kohji Kamejima |
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| 10:00 | 10:25 | On Robustness
against Temperature Changes of Adaptive Estimator for CAM Plants Yusuke Totoki，Haruo Suemitsu，Takami Matsuo |
Stochastic
Science for Education and Shadow of Audiovisual Environment in Education -
Relationism-First: from Philosophy to Statistics for Education- Yoshifumi Fujita，Mitsuo Ohta |
Phoneme
Recognition Based on Statistical Methods for the KanNon System Hodaka Matsuda，Shouhei Ohsumi，Takao Miyazawa，Sueo Sugimoto |
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| 10:25 | 10:50 | Optimization of
Linear Observations for the Stationary Kalman Filter Under a Quadratic Cost
Function Yoshiki Takeuchi |
Coal
Type Selection for Power Plants Based on Combustibility and Fusibility Satoru Goto，Tomoharu Yamauchi，Shinji Katafuchi，Mitsuhiro Sueyoshi，Yoshitaka Uchida and Hironori Hatazaki |
Artificial
Generation of Wind and Estimation of its Spectrum from Structural Response
Junko Minato，Akira Ohsumi，Yuichi Sawada |
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| 10:50 | 11:15 | Identification
of Instruments and Keys for Music on the Time-Frequency Plane Yukio Fukayama，Daisuke Tanaka |
Satellite
Orbit and Clock Error Estimation and Its Applications to GNSS Positioning
Yukihiro Kubo，Tomohiro Yanase，Shinichi Otsuki，Koki Tanaka，Sueo Sugimoto |
Frequency
Domain Independent Component Analysis Without Permutation and Scale
Indeterminacy Takaaki Ishibashi，Katsuhiro Inoue，Hiromu Gotanda，Kousuke Kumamaru |
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| 11:15 | 11:40 | Uniqueness for
the Inverse Problem Arising from the Extended Black-Sholes Model Yasushi Ota |
Ionosphere
TEC Estimation of the Sky over Japan Based on Spherical Cap Harmonics Tsutomu Iura，Hisaya Tanaka，Yukihiro Kubo，Sueo Sugimoto |
Real-time
Data Classification for EEG and EKG Analysis Based on Artifacts Detection
Zhanfeng Ji，Takenao Sugi，Satoru Goto，Xingyu Wang，Masatoshi Nakamura |
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| 11:40 | 13:10 | Lunch | Organizing Committee Meeting | ||
| 13:10 | 14:50 | A2 System Identification 2 Chair: Katsuji Uosaki |
B2 Neural Networks and Learning Chair: Satoru Goto |
C2 Mathematical Finance 1 Chair: ShinIchi Aihara |
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| 13:10 | 13:35 | Simultaneous
Estimation for Sensorless Controlled IMs using Nonlinear Filters Takashi Hoduki，Yasuhito Hara，Yoshitaka Kawabata，Sueo Sugimoto |
Identification
of the Interactive Art System Using the Revised RBF Network Chihiro Kondo，Tadashi Kondo |
Static
Hedging for Knock-in/out Options Written on the Price Ratios Jiro Akahori，Katsuya Takagi |
|
| 13:35 | 14:00 | Stochastic
Subspace Identification by ARMAX Modeling Michiaki Takeno，Tohru Katayama |
Modeling
and Analysis of Agents with Q-learning in Agent-Based Simulations Nobuhide Nakano |
On a Type I
Error of a Random Walk Hypothesis on Interest Rates Nienlin Liu，Jiro Akahori |
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| 14:00 | 14:25 | Extended
Generalized Least-Correlation Method for EIV Models Identification Masato Ikenoue，Kiyoshi Wada |
3-Dimensional
Medical Image Recognition of the Lung by the Revised Radial Basis Function (RBF) Neural Network Algorithm
Masahiro Nakagawa，Tadashi Kondo，Shoichiro Takao，Junji Ueno |
Optimal Execution Problem with
Random Market Impact Kensuke Ishitani，Takashi Kato |
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| 14:25 | 14:50 | Identification
of Hammerstein Nonlinear ARMAX Model with Subspace Method Zhenqiang Li and Kiyoshi Wada |
Medical
Image Recognition of Cancer of the Liver by GMDH-type Neural Network Tadashi Kondo，Masahiro Nakagawa，Shoichiro Takao，Junji Ueno |
Identification of Electricity
Spot Models from Futures Prices ShinIchi Aihara，Arunabha Bagchi，Emad Imreizeeq |
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| 14:50 | 15:00 | Coffee | |||
| 15:00 | 16:00 | Sunahara Memorial Lecture Grey-Box Identification Based on Horizon Estimation and Nonlinear Optimization Prof. Alf J. Isaksson Chair: Masahiro Tanaka |
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| 16:10 | 17:50 | B3 Signal Detection and Statistical Signal Processing Chair: Kenji Sugimoto |
C3 Mathematical Finance 2 Chair: Jiro Akahori |
D3 Stability Analysis Chair: Yoshiki Takeuchi |
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| 16:10 | 16:35 | A
Gaussian Sum Filter Based on Stochastic Equivalent Linearization Sueo Sugimoto，Yukihiro Kubo |
Portfolio
Selection Problem with a Recovery Bond Yun Liang |
Alternative
Representation of the Stability Condition for the Particle Swarm Optimization
Algorithm Yuji Wakasa，Kanya Tanaka，Yuki Nishimura |
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| 16:35 | 17:00 | A
Variational Bayes Approach to Blind Channel Estimation Koji Harada，Hideaki Sakai |
Self-Enforced
Investment with Regime Switching Hoon Cho，Yong Hyun Shin |
On
Stability of Values of Random Zero-Sum Games Akio Tanikawa |
|
| 17:00 | 17:25 | Pilot
Symbol Design for Peak to Average Power Reduction in OFDM Systems Emmanuel Manasseh，Shuichi Ohno，Masayoshi Nakamoto |
Optimal
Consumption and Investment and a Robust Control Problem Byung Hwa Lim，Bong-Gyu Jang |
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| 17:25 | 17:50 | Constant
False Alarm Detection of Spectral Shift for Scattering-Based Distributed
Optical Fiber Sensors Ken’ichi Nishiguchi, Artur Guzik, Li Che-Hsien, and Kinzo Kishida |
Optimal
Investment and Consumption Decision of Family with Life Insurance Minsuk Kwak，Yong Hyun Shin，U Jin Choi |
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| 18:00 | 20:00 | Banquet | |||
| November 14 (Saturday) | |||||
| From | To | A (Main Hall) | B (Seminar Room 101) | C (Seminar Room 102) | D (Seminar Room 103) |
| 9:00 | 10:40 | B4 Sensing and Pattern Recognition Chair: Yasue Mitsukura |
C4 Stochastic Optimization Methods and Evolutionary Methods Chair: Yuji Wakasa |
D4 Mathematical Finance 3 Chair: Kazuhiro Takino |
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| 9:00 | 9:25 | EEG
Analysis During Light Stimulus Based on Morphological Multiresolution
Analysis Tomonari Yamaguchi，Jun Irie，Mitsuhiko Fujio，Katsuhiro Inoue |
Utility
Indifference Price for Asian Option in the Stochastic Volatility Model Kazuhiro Takino |
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| 9:25 | 9:50 | Human
Motion Analysis on a Skillful Rider of a Unicycle by Using of Motion Capture
System Izumi Hanazaki，Kunihiko Oura |
Optimal Design
of Vector Smoothing Spline Curves with Constraints Hiroyuki Fujioka，Hiroyuki Kano |
Stochastic
Extensions of Economic Models for
Climate Changes Jiro Akahori，Takanobu Kosugi，Ken-ichi Oi，Takafumi Kumazaki |
|
| 9:50 | 10:15 | Comparison
of Brain Activities by Estimated Models Based on Hierarchical Decomposition
Analysis Kunihiko Oura，Izumi Hanazaki |
A
Primal-Dual Setting for Probabilistic Feasibility of Robust LMIs Takayuki Wada，Yasumasa Fujisaki |
Formulation
of an Optimal Execution Problem with Market Impact: From the View of
Mathematical Finance Takashi Kato |
|
| 10:15 | 10:40 | Localization
Using Received Signal Power for Sensor Network Makoto Tanikawara，Yukihiro Kubo，Sueo Sugimoto |
A
Fundamental Study of Differential Evolution with Growing Population Mechanism
Minoru Ito |
Pricing
of an Exotic Warrant Ryutarou Akasaka，Jiro Akahori |
|
| 10:40 | 10:55 | Coffee | |||
| 10:55 | 12:10 | B5 Modeling， Analysis and Control of Stochastic Systems and Stochastic Processes 1 Chair: Yasumasa Fujisaki |
C5 Chaos and Fractals Chair: Masahiro Wada |
D5 Mathematical Finance 4 Chair: Yoji Morita |
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| 10:55 | 11:20 | On
the Simulation Analysis in the Stochastic Endemic Model with Vaccination
Masaaki Ishikawa |
High
and Low Type One-dimensional Function with Multi Step Uniform Invariant
Density Toshihiko Yasuda |
Money
Demand Function through Cointegration Property of M2+CD Decomposed into M1 and Quasi Currency+CD Yoji Morita，Yoshitaka Sawada，Shigeyoshi Miyagawa |
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| 11:20 | 11:45 | Fixed-Interval
Optimal Smoothing for Linear Impulsive Systems Gou Nakura |
Methods
of Surrogate Data for Bifurcation in Chaos Oscillation System Yoshimasa Shimizu，Kazumasa Motoi，Kuniharu Imai |
Smart
Traders with Memory in Heterogeneous Agent Model Jozef Barunik，Lukas Vacha，Miloslav Vosvrda |
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| 11:45 | 12:10 | Fixed-Interval
Smoothing for Linear Impulsive Systems with a Class of H∞ Criteria Gou Nakura |
Wavelet
Analysis of Stock Markets During the Financial Crisis Jozef Barunik，Lukas Vacha，Miloslav Vosvrda |
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| 12:10 | 13:30 | Lunch | |||
| 13:30 | 15:10 | B6 Modeling， Analysis and Control of Stochastic Systems and Stochastic Processes 2 Chair: Masaaki Ishikawa |
C6 Image Processing and Robot Vision Chair: Katsuhiro Inoue |
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| 13:30 | 13:55 | Evacuation
Flow Analysis on Accident of Aircraft with Panic Emotion of Passenger Yuki Ueno，Tetsuya Miyoshi，Hidetoshi Nakayasu |
Stochastic
Path Generation for Anticipative Road Following Guided by Saccadic Object
Detection Kohji Kamejima |
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| 13:55 | 14:20 | Busy
Period Analysis of GeomX/G/1 Queue with Exhaustive Service Rule and Multiple Vacations
Zhanyou Ma，Wuyi Yue，Naishuo Tian |
Face
Detection Using RBF Network and Particle Filter for AIBO Kohki Abiko，Hironobu Fukai，Yasue Mitsukura，Minoru Fukumi，Masahiro Tanaka |
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| 14:20 | 14:45 | Performance
Analysis of Power Saving Class Type III in IEEE 802.16e with Correlated Data
Shunfu Jin，Wuyi Yue，Li Han |
Circular
Motion Deblurring from a Single Image Wikky Fawwaz Al Maki，Tomomi Hori，Takumi Morimoto，Sueo Sugimoto |
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| 14:45 | 15:10 | On
Noncausal H∞
Tracking Control for Linear Continuous-Time Markovian Jump Systems Gou Nakura |
Noisy
Motion Blurred Image Deconvolution using ARMA Models Tomomi Hori，Wikky Fawwaz Al Maki，Sueo Sugimoto |
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