• Journal of Korea Society of Industrial Information Systems
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• v.25 no.5
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• pp.41-48
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• 2020

Recently, as the demand for the mobile platform market in the virtual/augmented/mixed reality field is increasing, experiential content that gives users a real-world felt through a virtual environment is drawing attention. In this paper, as a method of tracking a tracker for user location estimation in a virtual space movement platform for motion capture of trainees, we present a method of estimating 3D coordinates of the 3D cross covariance through the coordinates of the markers projected on the image. In addition, the validity of the proposed algorithm is verified through rigid body tracking experiments.

• The Journal of the Acoustical Society of Korea
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• v.24 no.4
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• pp.230-237
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• 2005

The angle-tracking of maneuvering targets is required to the state estimation and classification of targets in underwater acoustic systems. The Problem of angle-tracking multiple closed and crossing targets has been studied by various authors. Sword et al. Proposed a multiple target an91e-tracking algorithm using angular innovations of the targets during a sampling Period are estimated in the least square sense using the most recent estimate of the sensor output covariance matrix. This algorithm has attractive features of simple structure and avoidance of data association problem. Ryu et al. recently Proposed an effective multiple target angle-tracking algorithm which can obtain the angular innovations of the targets from a signal subspace instead of the sensor output covariance matrix. Hwang et al. improved the computational performance of a multiple target angle-tracking algorithm based on the fact that the steering vector and the noise subspace are orthogonal. These algorithms. however. are ineffective when a subset of the incident sources are coherent. In this Paper, we proposed a new multiple target angle-tracking algorithm for coherent and incoherent sources. The proposed algorithm uses the relationship between source steering vectors and the signal eigenvectors which are multiplied noise covariance matrix. The computer simulation results demonstrate the improved Performance of the Proposed algorithm.

• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.21-32
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• 2023

The amount of money processed in medicine from the Korea Consumer Agency was studied by the various time series models. The medical data set from the Korea Consumer Agency were consisted of counseling, damage relief and conciliation. For the analysis of time series, autoregressive moving average model, vector autoregressive model and the transfer function model were used. We considered the stationarity and cross correlation function for the identification and fitting. As a result, the transfer function model showed a better prediction. Whereas, the vector autoregressive model also provided good information for the degree and duration of the influence of variables.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2012.06a
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• pp.59-61
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• 2012

TDOA 기법은 위치추정 기법의 하나로 간단한 구조와 높은 정확도를 가지는 장점으로 인해 실내측위, 군사, 의료 분야 등에 자주 사용된다. 본 논문에서는 MPM(Matrix Pencil Method)를 이용한 고분해능 TDOA 추정 기법을 제안한다. 제안된 기법은 기존의 교차상관을 이용한 TDOA 기법에 비교하여 높은 정확도를 가지며 CW(Continuous Wave)와 같은 협대역 신호에 적용이 가능하다. 또한 잘 알려진 고분해능 기법 중 하나인 MUSIC(Multiple Signal Classification)에서 공분산 행렬을 사용하는 것과 달리 수집된 데이터를 바로 행렬로 만들어 사용하므로 복잡성이 낮은 특징이 있다. 제안된 기법의 성능을 검증하기 위해 소프트웨어 시뮬레이션 통해 SNR에 따른 오차와 연산량 측면에서 MUSIC 기법과 비교하였다.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.141-149
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• 2013

We present methods for studying the log-density ratio that enables the selection of the predictors and the form to be included in the logistic regression model. Under bivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of two predictors. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms. We also explore other conditions in which the crossproduct and quadratic terms are not needed in the logistic regression model.

• The Korean Journal of Financial Management
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• v.19 no.2
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• pp.49-75
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• 2002

본 연구는 과거의 수익률에 근거한 투자전략인 반대투자 전략과 모멘팀 전략의 성과를 분석 하고 있다. 이러한 투자전략의 성과와 주식수익률의 시계열적 특성간의 관련성을 밝히고, 투자 성과를 기업고유 요인에 대한 주가의 과잉반응, 시장의 공통요인에 대한 주가의 반응, 그리고 개별주식의 평균수익률의 횡단면적 공분산에 기인한 부분으로 각각 분해하고 있다. 모멘팀 전략은 1주일 이상 6개월 정도의 포트폴리오 재구성 기간에 대하여 양의 성과를 보이고 있으며, 반대투자 전략은 3개월 이상 6개월의 정도의 기간에 대하여 유의적인 성과가 나타나고 있지만, 상승국면에서는 양의 성과가 나타나고 하락국면에서는 음의 성과가 나타나고 있다. 투자전략의 성과는 1주일 이내의 기간에 대해서는 수익률의 자기공분산에 의하여 주로 설명되며, 1개월에서 3개월 정도의 기간에 대해서는 교차공분산에 의하여 주로 설명되고, 6개월의 기간에 대해서는 개별주식 평균수익률의 횡단면적 분산에 의하여 주로 설명되고 있는 것으로 나타났다. 기간이 짧은 경우에는 투자성과가 주로 기업고유 요인에 대한 지연된 반응에 의하여 설명되며, 기간이 길어짐에 따라 주식수익률은 기업고유 요인에 대하여 과잉반응하는 것으로 나타나고 있다. 시장의 공통요인에 대해서 대체로 지연된 반응이 나타나며 기간이 길어짐에 따라 소규모기업의 주식은 시장의 공통정보에 대하여 과잉반응하는 것으로 나타났다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.30 no.6C
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• pp.475-480
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• 2005

Information of the maximum Doppler frequency enable to optimize many channel-adaptive techniques and radio resource management methods for mobile radio communication systems. In this paper, we propose two maximum Doppler frequency estimators which are based on the level crossing rate(LCR) and the covariance function (COV). To eliminate the effect of additive noise, we analyze the conditions for the estimators independent of the signal-to-noise ratio(SNR) and implement the conditions with a simple downsampling process. The proposed methods achieve good SNR-independent performance.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.3
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• pp.229-237
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• 2007

In this study, an artificial neural network (ANN)-based damage detection algorithm using acceleration signals is developed for real-time alarming locations of damage in beam-type structures. A new ANN-algorithm using output-only acceleration responses is designed tot damage detection in real time. The cross-covariance of two acceleration-signals measured at two different locations is selected as the feature representing the structural condition. Neural networks are trained lot potential loading Patterns and damage scenarios of the target structure for which its actual loadings are unknown. The feasibility and practicality of the proposed method are evaluated from laboratory-model tests on free-free beams for which accelerations were measured before and after several damage cases.

• Journal of Navigation and Port Research
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• v.36 no.10
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• pp.833-838
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• 2012

TDOA which is one of the position estimation methods is used on indoor positioning, jammer localization, rescue of life, etc. due to high accuracy and simple structure. This paper proposes the super-resolution TDOA estimator using MPM(Matrix Pencil Method). The proposed estimator has more accuracy and is applicable to narrowband signal compared with the conventional cross-correlation. Furthermore, its complexity is low because obtained data directly is used for construction of matrix unlike the MUSIC(Multiple Signal Classification) which is one of the well-known super-resolution estimator using covariance matrix. To validate the performance of proposed estimator, errors of estimation and computational burden is compared to MUSIC through software simulation.

• Journal of KIISE:Software and Applications
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• v.30 no.12
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• pp.1239-1246
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• 2003

Registration is the process aligning the range data sets from different views in a common coordinate system. In order to achieve a complete 3D model, we need to refine the data sets after coarse registration. One of the most popular refinery techniques is the iterative closest point (ICP) algorithm, which starts with pre-estimated overlapping regions. This paper presents an improved ICP algorithm that can automatically register multiple 3D data sets from unknown viewpoints. The sensor projection that represents the mapping of the 3D data into its associated range image is used to determine the overlapping region of two range data sets. By combining ICP algorithm with the sensor projection constraint, we can make an automatic registration of multiple 3D sets without pre-procedures that are prone to errors and any mechanical positioning device or manual assistance. The experimental results showed better performance of the proposed method on a couple of 3D data sets than previous methods.