• Journal of Positioning, Navigation, and Timing
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• v.6 no.4
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• pp.167-179
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• 2017

In this paper, a simplified Cubature Kalman Filter (SCKF) is proposed to reduce the computation load of CKF, which is then used as a filter for transfer alignment of shipboard INS. CKF is an approximate Bayesian filter that can be applied to non-linear systems. When an initial estimation error is large, convergence characteristic of the CKF is more stable than that of the Extended Kalman Filter (EKF), and the reliability of the filter operation is more ensured than that of the Unscented Kalman Filter (UKF). However, when a system degree is large, the computation amount of CKF is also increased significantly, becoming a burden on real-time implementation in embedded systems. A simplified CKF is proposed to address this problem. This filter is applied to shipboard inertial navigation system (INS) transfer alignment. In the filter design for transfer alignment, measurement type and measurement update rate should be determined first, and if an application target is a ship, lever-arm problem, flexure of the hull, and asynchronous time problem between Master Inertial Navigation System (MINS) and Slave Inertial Navigation System (SINS) should be taken into consideration. In this paper, a transfer alignment filter based on SCKF is designed by considering these problems, and its performance is validated based on simulations.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.8 no.4
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• pp.75-88
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• 2008

This paper presents a spatial-level nonparametric multi-focus image fusion technique based on kernel estimates of input image blocks' underlying class-conditional probability density functions. Image fusion is approached as a classification task whose posterior class probabilities, P($wi{\mid}Bikl$), are calculated with likelihood density functions that are estimated from the training patterns. For each of the C input images Ii, the proposed method defines i classes wi and forms the fused image Z(k,l) from a decision map represented by a set of $P{\times}Q$ blocks Bikl whose features maximize the discriminant function based on the Bayesian decision principle. Performance of the proposed technique is evaluated in terms of RMSE and Mutual Information (MI) as the output quality measures. The width of the kernel functions, ${\sigma}$, were made to vary, and different kernels and block sizes were applied in performance evaluation. The proposed scheme is tested with C=2 and C=3 input images and results exhibited good performance.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.39 no.1
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• pp.64-72
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• 2016

In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

• The Korean Journal of Applied Statistics
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• v.23 no.2
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• pp.335-344
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• 2010

Reliability of the estimation is usually damaged in the situation where a linear regression model without spatial dependencies is employed to the spatial data analysis. In this study, we considered the conditional autoregressive model in order to construct spatial association structures and estimate the parameters via the Bayesian approaches. Finally, we compared the performances of the models with spatial effects and the ones without spatial effects. We analyzed the yearly total crime count data measured from each of 25 districts in Seoul, South Korea in 2007.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.40 no.12
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• pp.39-45
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• 2003

Design verification of VHDL models is getting difficult and has become a critical and time-consuming process in hardware design. Recent]y the methods using Bayesian estimation and stopping rule have been introduced to verify behavioral models and to reduce clock cycles. This paper presents two strategies to reduce clock cycles when using stopping rule in a VHDL model verification. The first method is that a semi-random variable is defined and the data that stay in the range of semi-random variable are skipped when stopping rule is running. The second one is to keep the old values of parameters when phases of stopping rule are changed. 12 VHDL models are examined to observe the effectiveness of strategies, and the simulation results show that more than about 25% of clock cycles is reduced by using the two proposed strategies with 0.6% losses of branch coverage rate.

• Smart Structures and Systems
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• v.21 no.5
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• pp.591-600
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• 2018

The probabilistic characterization of wind field characteristics is a significant task for fatigue reliability assessment of long-span railway bridges in wind-prone regions. In consideration of the effect of wind direction, the stochastic properties of wind field should be represented by a bivariate statistical model of wind speed and direction. This paper presents the construction of the bivariate model of wind speed and direction at the site of a railway arch bridge by use of the long-term structural health monitoring (SHM) data. The wind characteristics are derived by analyzing the real-time wind monitoring data, such as the mean wind speed and direction, turbulence intensity, turbulence integral scale, and power spectral density. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method is proposed to formulate the joint distribution model of wind speed and direction. For the probability density function (PDF) of wind speed, a double-parameter Weibull distribution function is utilized, and a von Mises distribution function is applied to represent the PDF of wind direction. The SQP algorithm with multi-start points is used to estimate the parameters in the bivariate model, namely Weibull-von Mises mixture model. One-year wind monitoring data are selected to validate the effectiveness of the proposed modeling method. The optimal model is jointly evaluated by the Bayesian information criterion (BIC) and coefficient of determination, $R^2$. The obtained results indicate that the proposed SQP algorithm-based finite mixture modeling method can effectively establish the bivariate model of wind speed and direction. The established bivariate model of wind speed and direction will facilitate the wind-induced fatigue reliability assessment of long-span bridges.

• Journal of the Korean Institute of Intelligent Systems
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• v.21 no.4
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• pp.512-517
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• 2011

In this paper, we propose an Active Shape Model (ASM) and Lucas-Kanade (LK) optical flow-based feature extraction and analysis method for analyzing the emotional features from facial images. Considering the facial emotion feature regions are described by Facial Action Coding System, we construct the feature-related shape models based on the combination of landmarks and extract the LK optical flow vectors at each landmarks based on the centre pixels of motion vector window. The facial emotion features are modelled by the combination of the optical flow vectors and the emotional states of facial image can be estimated by the probabilistic estimation technique, such as Bayesian classifier. Also, we extract the optimal emotional features that are considered the high correlation between feature points and emotional states by using common spatial pattern (CSP) analysis in order to improvise the operational efficiency and accuracy of emotional feature extraction process.

• Korean Journal of Remote Sensing
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• v.36 no.4
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• pp.587-607
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• 2020

Soil moisture is essential information for meteorological and hydrological analyses. To date, many efforts have been made to achieve the two goals for soil moisture data, i.e., the improvement of accuracy and resolution, which is very challenging. We presented an ensemble downscaling method for quality improvement of gridded soil moisture data in terms of the accuracy and the spatial resolution by the integration of BMA (Bayesian model averaging) and ATPRK (area-to-point regression kriging). In the experiments, the BMA ensemble showed a 22% better accuracy than the data sets from ESA CCI (European Space Agency-Climate Change Initiative), ERA5 (ECMWF Reanalysis 5), and GLDAS (Global Land Data Assimilation System) in terms of RMSE (root mean square error). Also, the ATPRK downscaling could enhance the spatial resolution from 0.25° to 0.05° while preserving the improved accuracy and the spatial pattern of the BMA ensemble, without under- or over-estimation. The quality-improved data sets can contribute to a variety of local and regional applications related to soil moisture, such as agriculture, forest, hydrology, and meteorology. Because the ensemble downscaling method can be applied to the other land surface variables such as temperature, humidity, precipitation, and evapotranspiration, it can be a viable option to complement the accuracy and the spatial resolution of satellite images and numerical models.

• KDI Journal of Economic Policy
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• v.36 no.3
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• pp.1-23
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• 2014

This paper has studied the monetary policy in Korea with a time varying VAR model using four key macroeconomic variables. First, inclusion of the exchange rate was a crucial factor in evaluating Korean monetary policy since the monetary policy demonstrated sensitivity to exchange rate movements during the crisis periods of both the Asian financial crisis of 1997 and the global financial crisis of 2008. Second, a specification of the stochastic volatilities in TVP-VAR model is important in explaining excessive movements of all variables in the sample. The overall moderation of variables in 2000s was more or less due to a reduction of the stochastic volatilities but also somewhat due to the macroeconomic fundamental structures captured by impulse response functons. Third, the degree of the monetary policy effectiveness of inflation was mitigated in recent periods but with increased persistence. Lastly, the monetary policy stance towards inflation stabilization has advanced ever since the inflation targeting scheme was adopted. However, there still seems to be a room for improvement in this aspect since the degree of the monetary policy stance towards inflation stabilization was relatively weaker than to output stabilization.

• Journal of Digital Contents Society
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• v.11 no.4
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• pp.597-606
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• 2010

This paper describes a real-time camera tracking framework specifically designed to track a monocular camera in an AR workspace. Typically, the Kalman filter is often employed for the camera tracking. In general, however, tracking performances of conventional methods are seriously affected by unpredictable situations such as ambiguity in feature detection, occlusion of features and rapid camera shake. In this paper, a recursive Bayesian sampling framework which is also known as the particle filter is adopted for the camera pose estimation. In our system, the camera state is estimated on the basis of the Gaussian distribution without employing additional uncertainty model and sample weight computation. In addition, the camera state is directly computed based on new sample particles which are distributed according to the true posterior of system state. In order to verify the proposed system, we conduct several experiments for unstable situations in the desktop AR environments.