• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.2
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• pp.608-616
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• 2018

If a general nonlinear system is linearized by the successive multiplication of the 1st and 2nd order systems, then there are four types of poles in this linearized system: the pole of the 1st order system and the equal poles, two distinct real poles, and complex conjugate pair of poles of the 2nd order system. Linear Quadratic (LQ) control is a method of designing a control law that minimizes the quadratic performance index. It has the advantage of ensuring the stability of the system and the pole placement of the root of the system by weighted matrix adjustment. LQ control by the weighted matrix can move the position of the pole of the system arbitrarily, but it is difficult to set the weighting matrix by the trial and error method. This problem can be solved using the characteristic equations of the Hamiltonian system, and if the control weighting matrix is a symmetric matrix of constants, it is possible to move several poles of the system to the desired closed loop poles by applying the control law repeatedly. The paper presents a method of calculating the state weighting matrix and the control law for moving the equal poles with Jordan blocks to two real poles using the characteristic equation of the Hamiltonian system. We express this characteristic equation with a state weighting matrix by means of a trigonometric function, and we derive the relation function (${\rho},\;{\theta}$) between the equal poles and the state weighting matrix under the condition that the two real poles are the roots of the characteristic equation. Then, we obtain the moving-range of the two real poles under the condition that the state weighting matrix becomes a positive semi-finite matrix. We calculate the state weighting matrix and the control law by substituting the two real roots selected in the moving-range into the relational function. As an example, we apply the proposed method to a simple example 3rd order system.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.41 no.3
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• pp.311-319
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• 1992

In this paper, a direct adaptive pole placement controller for an unknown linear time-invariant single-input single-output nonminimum phase plant is proposed. To design this direct adaptive pole placement controller, the auxiliary signals are introduced. Consequently, a linear equation error model is formulated for estimating both the controller parameters and the additional auxiliary parameters. To estimate the controller parameters and the additional auxiliary parameters, the exponentially weighted least-squares algorithm is implemented, and a method of selecting the characteristic polynomials of the sensitivity function filters is proposed. In this method, all the past measurement data are weighted exponentially. A series of simulations for a nonminimum phase plant is presented to illustrate some features of both the parameter estimation and the output response of this adaptive pole placement controller.

• Proceedings of the KIEE Conference
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• 1990.07a
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• pp.43-46
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• 1990

A general scheme for a discrete adaptive observer having exponetial weighting properties is presented for a single-input single-output linear system. In this scheme, all the past measurement data are weighted esponetially both with the weighting factor and the stable matrix F. This observer is then implemented in the design of an indirect adaptive pole placement contoller. To increase nemerical stability in getting the controller parameter, a recusive algorithm is introduced. It is shown that the overall control scheme is globally stable with the persistent excition

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1065-1074
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• 2011

During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.21 no.4
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• pp.335-345
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• 2008

In this study, we suggest a stochastic finite element scheme for the probabilistic analysis of the composite laminated plates, which have been applied to variety of mechanical structures due to their high strength to weight ratios. The applied concept in the formulation is the weighted integral method, which has been shown to give the most accurate results among others. We take into account the elastic modulus and in-plane shear modulus as random. For individual random parameters, independent stochastic field functions are assumed, and the effect of these random parameters on the response are estimated based on the exponentially varying auto- and cross-correlation functions. Based on example analyses, we suggest that composite plates show a less coefficient of variation than plates of isotropic and orthotropic materials. For the validation of the proposed scheme, Monte Carlo analysis is also performed, and the results are compared with each other.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.648-648
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• 2015

이 연구는 수자원 환경을 전반적으로 객관화, 계량화하는 새로운 방법이 성공적임을 소개한다. 기존의 계량법이 일강수량, 월 강수량, 년 강수량 등등, 단순한 수학적 합계에 치중한 결과 가중 중요한 강수의 시간 분포를 간과하였다. 이 단점을 해결하여, 1) 구체적으로 매 시간, 매일 남아 있다고 추정되는 물의 양 만을 합산하는 방법을 택했다. 시간적 감소함수를 이용하여, 강수 후 유출과 증발 등으로 사라지는 물의 양을 고려한 것이다. 2) 합산기간을 객관화하였다. 기본 합산 기간을 365일로 하고, 물 부족 또는 물 과잉이 지속될 경우는 지속되는 기간만큼, 합산기간을 늘이는 방법을 택했다. 따라서 다른 지수들이 임의로 3개월 또는 12개월 등등으로 기간을 결정하는 단점을 해결했다. 이렇게 계산되는 4차원 강수지수(4-Dimensional Rain Index, 4RI)는 1) 일별유효강수지수 (AWRI), 2) 일별가뭄지수(EDI), 3) 일별 홍수지수(FI), 4) 시간별 장기 물지수(LWI), 5) 시간별 단기 물지수(SWI) 등 5개가 기본지수이다. AWRI는 매일 남아 있는 물의 양이다. 이로 인해, 전 지구의 수자원과 재해위험의 시공간적 분포의 정량화 분석이 정밀해졌다. 지구상에서 물 집중이 가장 강한 곳은 캄보디아 내의 한 지점이며 시기는 7월 말이고, 가장 약한 곳은 사하라 사막의 한 지역임이 확인되었다. 또 한국에서 발생하는 갈수기와 풍수기가 정의되었고, 이들의 각 지역별 특성과 차이가 정량적으로 드러났다. 시간적 분포 또한 명확하게 드러나, 각종 저수지의 물 관리나 농?임산물의 생산관리에 획기적 전환점이 마련되었다. 각 국가별로, 각 지역별로 이런 분석은 향후도 무수히 시도되어야 할 것이다. EDI는 매일의 AWRI를 그 날짜의 평균치와 비교한 값이다. 장기가뭄 및 단기가뭄의 강도를 모두 가장 정밀하게 표현한다. FI는 일별로 홍수, 산사태, 침수, 토사 (이하 홍수 등이라 칭함)의 위험을, LWI는 장기 누적된 강수량에 의한 돌발적 홍수 등의 위험을, SWI는 단기 누적된 강수량에 의한 돌발적 홍수 등의 위험을 잘 반영한다. 이들은 모두 시간적으로 산발적인 호우에 의한 홍수 등의 위험을 한 개의 지수로 표현해 주는 장점이 있다. 강수 후 홍수가 발생하기 까지는 시간차이가 있기 때문에, 특히 호우 경보에는 SWI가, 홍수 경보에는 LWI가 아주 효과적이다. 결론적으로 5개의 4차원 강수지수는 물환경의 시공간적 분포진단과 예측, 그리고 조기경보에 혁명적 진화를 초래함이 확인되었다. 따라서 추후 모든 강수기후와 연관된 연구는 연강수량 등의 단순 합산보다, 4차원 강수지수를 먼저 사용하는 것이 바람직 할 것임이 제안되었다.

• Journal of the Korea institute for structural maintenance and inspection
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• v.24 no.3
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• pp.26-38
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• 2020

Mixture design of self-compacting concrete is a typical multi-criteria decision making problem and conventional mixture designs are based on the low level engineering method like trials and errors through iteration method to satisfy the various requirements. This study concerns with performing the straightforward multiobjective design optimization of economic SCC mixture considering relative importances of the various requirements and cost-effectives of SCC. Total five requirements of 28day compressive strength, filling ability, segregation stability, material cost and mass were taken into consideration to prepare the objective function to be formulated in form of the weighted-multiobjective mixture design optimization problem. Economic SCC mixture computational design can be given in a rational way which considering material costs and the relative importances of the requiremets and from the result of this study it is expected that the development of SCC mixtue computational design and the consequent univeral concrete material design optimization methodology can be advanced.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.17 no.3
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• pp.288-296
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• 1992

This paper describes an improved 2D QPS(quadrature polar separable) filter design and its applications to texture processing. The filter kernel pair consists of the product of a radial weighting function based on the finite PSS (prolate spheroidal sequences) and an exponential at tenuation function for the orientational angle. It is quadrature and polar separable in the frequency domain. It is near optimal in the energy loss because we let the orientational angle function approximate the radial weighting function. The filter frequency characteristics is easy to control as it depends only upon the design specifications such as the bandwidth, the directional angle, the attenuation constant, and the shift constant of the central frequency. Some applications of the filter in texture processing, such as the generation of the texture image, the estimation of orientation angles, and the segmentations for the synthetic texture image, are considered. The result shows that the filter with the wide bandwidth can be used for the generation of discrimination of the strong orientational textures and the segmentation results are good.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.6
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• pp.91-102
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• 2020

This study constructed production frontiers of inputs and outputs in a sequential manner, measured inefficiencies by applying a non-radial sequential weighted Russell directional distance function to these frontiers, and analyzed Luenberg productivity indices and the contribution of each of input and output factor based on these distances. The results are as follows. First, the productivity of banks increased due to technical changes after the global financial crisis. Second, productivity growth decreased between 2009 and 2014 due to technical changes after the recession, as previous studies have shown that technology progressed before the global financial crisis but then largely decreased or remained the same thereafter. After 2014, the productivity of banks improved. This result may be due to both technology improvement after 10 years of stagnation and reduction of inputs and non-performing loans. Third, the 3.6% annual of productivity growth for 10 years was comprised of 1.77% household loans, 0.67% corporate loans, 0.98% manpower, 1.18% non-performing loans, -0.5% total deposits, and -1.25% securities. Finally, this study has limitations since it could not control risks such as capital structure and interest volatility.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.11C
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• pp.1098-1110
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• 2003

In this paper, we propose a homomorphic wavelet-based MMSE filter with edge detection to restore images degraded by speckle noise. In the proposed method, a noisy image is first transformed into logarithmic domain. Each pixel in the transformed image is then classified into flat and edge regions by applying DIP operator to the image restored by homomorphic directional MMSE filter. Each pixel in flat region is restored by homomorphic wavelet-based MMSE filter. Each pixel in edge region is restored by the weighted sum of the output of homomorphic wavelet-based MMSE filtering and that of homomorphic directional MMSE filtering. The restored image in spatial domain is finally obtained by applying the exponential function to the restored image in logarithmic domain. Experimental results show that the restored images by the proposed method have ISNR improvement of 3.3-4.0 ㏈ and ${\beta}$, a measurement parameter on edge preservation, improvement of 0.0103-0.0126 and superior subjective image quality over those by conventional methods.