18 ैདྷͷଟόϯσΟοτํࡦͱ൪ڰΘͤͷରԠ จ຺ ਝͳධՁߋ৽ ޮతͳ୳ࡧ ࣮ߦ࣌ؒ %FDBZ-JO6$#<> P P Y P "E54<> P P Y Y E-JO6$#<> P P ˚ P %FO#BOE<> P P ˚ P 5751<> P P Y Y "%"*-5$#<> P P ˚ Y ,'."/#<> Y P P P
19 ैདྷͷଟόϯσΟοτํࡦͱ൪ڰΘͤͷରԠ จ຺ ਝͳධՁߋ৽ ޮతͳ୳ࡧ ࣮ߦ࣌ؒ %FDBZ-JO6$#<> P P Y P "E54<> P P Y Y E-JO6$#<> P P ˚ P %FO#BOE<> P P ˚ ˚ 5751<> P P Y Y "%"*-5$#<> P P ˚ Y ,'."/#<> Y P P P <>$IVORJV;FOH
2JOH8BOH
4IFLPPGFI.PLIUBSJ
BOE5BP-J0OMJOFDPOUFYUBXBSFSFDPNNFOEBUJPOXJUIUJNFWBSZJOHNVMUJBSNFECBOEJU*O1SPDFFEJOHTPGUIFOE"$.4*(,%%JOUFSOBUJPOBM DPOGFSFODFPO,OPXMFEHFEJTDPWFSZBOEEBUBNJOJOH
QQr
<>/FHBS)BSJSJ
#BNTIBE.PCBTIFS
BOE3PCJO#VSLF"EBQUJOHUPVTFSQSFGFSFODFDIBOHFTJOJOUFSBDUJWFSFDPNNFOEBUJPO*O5XFOUZ'PVSUI*OUFSOBUJPOBM+PJOU$POGFSFODFPO"SUJpDJBM*OUFMMJHFODF
23 ैདྷͷଟόϯσΟοτํࡦͱ൪ڰΘͤͷରԠ จ຺ ਝͳධՁߋ৽ ޮతͳ୳ࡧ ࣮ߦ࣌ؒ %FDBZ-JO6$#<> P P Y P "E54<> P P Y Y E-JO6$#<> P P ˚ P %FO#BOE<> P P ˚ P 5751<> P P Y Y "%"*-5$#<> P P ˚ Y ,'."/#<> Y P P P ఏҊख๏ P P P P
24 ํࣜͷྨࣅ͢Δख๏ͱͷࠩҟ จ຺ ਝͳධՁߋ৽ ޮతͳ୳ࡧ ࣮ߦ࣌ؒ ,'."/#<> Y P P P ఏҊख๏ P P P P • ਝͳධՁߋ৽ͱऑ͍ͷޮతͳ୳ࡧͷͨΊɺܰྔͳΧϧϚϯϑΟϧλΛར༻͢Δ ͕ڞ௨ • ఏҊख๏ઢܗΧϧϚϯϑΟϧλΛར༻͢Δ͕ҟͳΔ • ࣌ؒͷܦա͚ͩͰͳ͘จ຺ʹΑͬͯͷ༗ޮੑ͕ҟͳΔڥʹద༻Ͱ͖Δ • τϨϯυपظతΛߟྀͨ͠ɺΑΓޮతͳ୳ࡧ͕ظͰ͖Δ <>0MF$ISJTUP⒎FS(SBONPBOE4UJBO#FSH4PMWJOHOPOTUBUJPOBSZCBOEJUQSPCMFNTCZSBOEPNTBNQMJOHGSPNTJCMJOHLBMNBOpMUFST*O*OUFSOBUJPOBM$POGFSFODFPO*OEVTUSJBM
&OHJOFFSJOHBOE0UIFS "QQMJDBUJPOTPG"QQMJFE*OUFMMJHFOU4ZTUFNT
QQr4QSJOHFS
• ઢܗΧϧϚϯϑΟϧλʹ͓͚Δߦྻ ϑΟϧλϦϯάҰظઌ༧ଌͷॲ ཧʹ͓͍ͯঢ়ଶͷฏۉࢄڞࢄͷͲͷཁૉΛߋ৽͢Δ͔ܾఆ͍ͯ͠Δ • → ଟ༷ͳจ຺Λѻ͏ઃఆͰৗʹಉ͡ߦྻΛ༻͍ͨߋ৽ద͞ͳ͍ Z R 38 จ຺ʹԠͨ͡ͷධՁߋ৽ Ұظઌͷঢ়ଶ༧ଌ µt+1 = Tµt|t Pt+1 = TPt|t TT + RQRT 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 ঢ়ଶਪҠ࣌ͷޡࠩΛ༩ RQRT = 2 4 2 v 2 v 2 v 2 v 2 v 2 v 2 v 2 v 2 v 3 5 , where R = 2 4 1 1 1 3 5 , Q = ⇥ 2 v ⇤ 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 ഉଞతͳίϯςΩετͷ࣍ݩʹޡ͕ࠩੵͯ͠͠·͏ ίϯςΩετ"Ͱऑ͍ɺܽଛॲཧʹΑΓଞͷίϯςΩετʹରͯ͠ޡࠩΛ༩͢Δɻ ίϯςΩετ#Ͱճఔͷ୳ࡧͰྑ͍ͷ͕ճ୳ࡧ͞ΕΔ͔͠Εͳ͍