• Title/Summary/Keyword: Bandwidth function

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Comparison Study of Kernel Density Estimation according to Various Bandwidth Selectors (다양한 대역폭 선택법에 따른 커널밀도추정의 비교 연구)

  • Kang, Young-Jin;Noh, Yoojeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.3
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    • pp.173-181
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    • 2019
  • To estimate probabilistic distribution function from experimental data, kernel density estimation(KDE) is mostly used in cases when data is insufficient. The estimated distribution using KDE depends on bandwidth selectors that smoothen or overfit a kernel estimator to experimental data. In this study, various bandwidth selectors such as the Silverman's rule of thumb, rule using adaptive estimates, and oversmoothing rule, were compared for accuracy and conservativeness. For this, statistical simulations were carried out using assumed true models including unimodal and multimodal distributions, and, accuracies and conservativeness of estimating distribution functions were compared according to various data. In addition, it was verified how the estimated distributions using KDE with different bandwidth selectors affect reliability analysis results through simple reliability examples.

Partial Spectrum Detection and Super-Gaussian Window Function for Ultrahigh-resolution Spectral-domain Optical Coherence Tomography with a Linear-k Spectrometer

  • Hyun-Ji, Lee;Sang-Won, Lee
    • Current Optics and Photonics
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    • v.7 no.1
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    • pp.73-82
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    • 2023
  • In this study, we demonstrate ultrahigh-resolution spectral-domain optical coherence tomography with a 200-kHz line rate using a superluminescent diode with a -3-dB bandwidth of 100 nm at 849 nm. To increase the line rate, a subset of the total number of camera pixels is used. In addition, a partial-spectrum detection method is used to obtain OCT images within an imaging depth of 2.1 mm while maintaining ultrahigh axial resolution. The partially detected spectrum has a flat-topped intensity profile, and side lobes occur after fast Fourier transformation. Consequently, we propose and apply the super-Gaussian window function as a new window function, to reduce the side lobes and obtain a result that is close to that of the axial-resolution condition with no window function applied. Upon application of the super-Gaussian window function, the result is close to the ultrahigh axial resolution of 4.2 ㎛ in air, corresponding to 3.1 ㎛ in tissue (n = 1.35).

A Statistical Model for the Ultra-Wide Bandwidth Indoor Apartment Channel (실내 아파트 환경에서의 통계적 UWB 채널 모델)

  • Park Jin-Hwan;Lee Sang-Hyup;Bang Sung-Il
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.42 no.9 s.339
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    • pp.19-28
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    • 2005
  • We establish a statistical model for the ultra-wide bandwidth (UMB) indoor channel based on over 2000 frequency response measurements campaign in a Practical apartment. The approach is based on the investigation of the statistical properties of the multipath profiles measured in different place with different rooms. Based on the experimental results, a characterization of the propagation channel from theoretic view point is described. Also we describe a method for measurement of the channel impulse response and channel transfer function. Using the measured data, the authors compares channel impulse responses obtained from time-domain and channel transfer functions obtained from frequency-domain with statistical path loss model. The bandwidth of the signal used in this experiment is from 10MHz to 8.01 GHz. The time-domain results such as maximum excess delay, men excess delay and ms delay spread are presented. As well as, omni-directional biconical antenna were used for transmitter and receiver In addition, measurements presented here support m channel model including the antenna characteristics.

A Scheduler and Scheduling Algorithm for Time Slot Assignment based on Wavelength (파장 단위의 Time Solt 할당을 위한 스케줄러 및 스케줄링 알고리즘)

  • Kim Kyoung-Mok;Oh Young-Hwan
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.1B
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    • pp.1-7
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    • 2004
  • Increase of internet users and new type of applied traffic such as game, news, distributed computing, online image conference, and real time audio and video have leaded to demand for more bandwidth for each application. This algorithm represents a complex optical exchanger having typical wavelength switching function and time-slotted transmission function. Performance assessment of the proposed OXC (Optical Cross connect) sttucture defines LFS (Limit Frame Size) and VFS (Variable Frame Size) for classification by packet type and calculates the channel effect and loss probability depending the demanded bandwidth by access node increase. Optical exchanger in this type of structure can guarantee future network expansion as well as decrease of frame collision resulted from node increase.

An Analysis of Receiving Sensitivity of PIN Receiver for Optical Communication System (광통신시스템의 PIN 수신기 수신감도 해석)

  • Kim, Sun-Yeob
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.5
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    • pp.2272-2278
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    • 2011
  • It is essential to various evaluate about statistic character of the signal and additional noise for optimization of the optical communication system. We expressed various error probability with the m which was bandwidth and a bit numerical function and carried out performance evaluation of a PIN receiver. This research analyzed the receiving sensitivity of the PIN receiver and verified reception sensitivity through computer simulation in the optical communication system. As a result, the receiving sensitivity for PIN receiver are $9.2{\times}10^4$ photon/bit for given error probability.

Implementation of TFDR system with PXI type instruments for detection and estimation of the fault on the coaxial cable (동축 케이블의 결함 측정에 있어서 PXI 타입의 계측기를 이용한 개선된 TFDR 시스템의 구현)

  • Choe, Deok-Seon;Park, Jin-Bae;Yun, Tae-Seong
    • Proceedings of the KIEE Conference
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    • 2003.11b
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    • pp.91-94
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    • 2003
  • In this paper, we achieve implementation of a Time-Frequency Domain Reflectometry(TFDR) system through comparatively low performance(100MS/s) PCI extensions for Instrumentation(PXI). The TFDR is the general methodology of Time Domain Reflectometry(TDR) and Frequency Domain Reflectometry(FDR). This methodology is robust in Gaussian noises, because the fixed frequency bandwidth is used. Moreover, the methodology can get more information of the fault by using the normalized time-frequency cross correlation function. The Arbitrary Waveform Generator(AWG) module generates the input signal, and the digital oscilloscope module acquires the input and reflected signals, while PXI controller module performs the control of the total PXI modules and execution of the main algorithm. The maximum range of measurement and the blind spot are calculated according ta variations of time duration and frequency bandwidth. On the basis of above calculations, the algorithm and the design of input signals used in the TFDR system are verified by real experiments. The correlation function is added to the TDR methodology for reduction of the blind spot in the TFDR system.

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Barrier Option Pricing with Model Averaging Methods under Local Volatility Models

  • Kim, Nam-Hyoung;Jung, Kyu-Hwan;Lee, Jae-Wook;Han, Gyu-Sik
    • Industrial Engineering and Management Systems
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    • v.10 no.1
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    • pp.84-94
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    • 2011
  • In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.

A Prototype Virtual Network Embedding System using OpenStack

  • Fukushima, Yukinobu;Sato, Kohei;Goda, Itsuho;Ryu, Heung-Gyoon;Yokohira, Tokumi
    • IEIE Transactions on Smart Processing and Computing
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    • v.6 no.1
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    • pp.60-65
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    • 2017
  • Network virtualization enables us to make efficient use of resources in a physical network by embedding multiple virtual networks in the physical network. In this paper, we develop a prototype of a virtual network embedding system. Our system consists of OpenStack, which is an open source cloud service platform, and shell scripts. Because OpenStack does not provide a quality of service control function, we realize bandwidth reservation for virtual links by making use of the ingress policing function of Open vSwitch, which is a virtual switch used in OpenStack. The shell scripts in our system automatically construct the required virtual network on the physical network using the OpenStack command-line interface, and they reserve bandwidth for virtual links using the Open vSwitch command. Experimental evaluation confirms that our system constructs the requested virtual network and appropriately allocates node and link resources to it.

A Study on the DC Motor Control System using Nonlinear Controller with Dual-Input Describing Function (쌍입력 기술함수를 갖는 비선형 제어기를 이용한 직류전동기 제어시스템에 관한 연구)

  • 김익수;안영주;최연욱;이형기
    • Proceedings of the Korea Institute of Convergence Signal Processing
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    • 2000.12a
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    • pp.205-208
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    • 2000
  • In this paper, we'll show that an improved PDFF controller is obtained by substituting a feedforward compensator in the existing PDFF system with a dual-input describing function, and the controller has the ability of adjusting the bandwidth of a system as well as the phase margin simultaneously. The effectiveness of the proposed controller is confirmed by applying to the DC-motor position control system. As the results of simulation, we know that it is possible to design a controller by which the bandwidth of the closed system and its phase margin are easily adjusted.

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The Congestion Control using Multiple Time Scale under Self-Similar Traffic of TCP (TCP의 자기 유사성 트래픽 조건하에서 다중 시간 간격을 이용한 혼잡 제어)

  • 김광준;윤찬호;김천석
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.8 no.2
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    • pp.310-323
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    • 2004
  • In this paper, we extend the multiple time scale control framework to window-based congestion control, in particular, TCP This is performed by interfacing TCP with a large tine scale control nodule which adjusts the aggressiveness of bandwidth consumption behavior exhibited by TCP as a function of "large time scale" network state. i.e., conformation that exceeds the horizon of the feedback loop as determined by RTT Our contribution is threefold. First, we define a modular extension of TCP-a function call with a simple interface-that applies to various flavors of TCP-e.g., Tahoe, Reno, Vegas and show that it significantly improves performance. Second, we show that multiple time scale TCP endows the underlying feedback control with preactivity by bridging the uncertainty gap associated with reactive controls which is exacerbated by the high delay-bandwidth product in broadband wide area networks. Third, we investigate the influence of three traffic control dimensions-tracking ability, connection duration, and fairness-on performance. Performance evaluation of multiple time scale TCP is facilitated by a simulation bench-mark environment which is based on physical modeling of self-similar traffic.