• 제목/요약/키워드: Closed form

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Closed-form solution of ECA target-tracking filter using position and velocity measurement

  • Sagong, Sung-Dae;Yoon, Yong-Ki;Hong, Sun-Mog
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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    • pp.129-133
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    • 1994
  • Presented are closed-form expressions of the steady-state solution for the three-state exponentially correlated acceleration(ECA) target-tracking filter. The steady-state solution is derived based on Vaughan's approach for the case that the measurements of target position and velocity are available at discrete points in time. The solution for the ECA filter using only position measurements is obtained as a special case of the presented results.

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Closed-loop predictive control using periodic gain

  • Lee, Young-Il
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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    • pp.173-176
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    • 1994
  • In this paper a closed-form predictive control which takes the intervalwise receding horizon strategy is presented and its stability properties are investigated. A slate-space form output predictor is derived which is composed of the one-step ahead optimal output prediction, input and output data of the system. A set of feedback gains are obtained using the dynamic programming algorithm so that they minimize a multi-stage quadratic cost function and they are used periodically.

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Closed Form Expression for Signal Transmission via AF Relaying over Nakagami-m Fading Channels

  • Mughal, Muhammad Ozair;Kim, Sun-Woo
    • Proceedings of the IEEK Conference
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    • 대한전자공학회 2008년도 하계종합학술대회
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    • pp.213-214
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    • 2008
  • In this paper, we analyze the performance of a cooperative communication wireless network over independent and identically distributed (IID) Nakagami-m fading channels. A simple transmission scheme is considered where the relay is operating in amplify-forward (AF) mode. A closed-form expression for symbol error rate (SER) is obtained using the moment generating function (MGF) of the total signal to noise ratio (SNR) of the transmitted signal with binary phase shift keying (BPSK).

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A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH

  • Jeon, Junkee;Yoon, Ji-Hun
    • East Asian mathematical journal
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    • 제32권3호
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    • pp.301-310
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    • 2016
  • Lookback options, in the terminology of nance, are a type of exotic option with path dependency whose the payoff depends on the optimal (maximum or minimum) underlying asset's price occurring over the life of the option. In this paper, we exploit Mellin transform techniques to find a closed-form solution for European lookback options in Black-Scholes model.

A controller design method based on the Hessenberg form

  • Ishijima, Shintaro
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.1123-1126
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    • 1990
  • A new controller design algorithm based on the Hessenberg form for linear control systems has een proposed. The controller is composed of the dynamic compensator and the state feedback (dynamic state feedback). The algorithm gives a simple way to assign the eigenstructure (eigenvalues and eigenvectors) of the closed loop system and it also provides a method to assign the frequency shapes near the corner frequencies of the closed loop transfer function matrix. Because of this property, the algorithm is called the independent frequency shape control (IFSC) method.

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Improved Nonlinear Subthreshold Region Model For HEMTs (개선된 HEMT 비선형 서브임계전압 영역모델)

  • Kim, Yeong-Min
    • ETRI Journal
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    • 제11권4호
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    • pp.98-104
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    • 1989
  • Closed form solution of nonlinear 2-DEG concentration formula is proposed. This allows us to model continuous 2-DEG charge concentration as the function of gate voltage covering subthreshold region of the I-V curves. Comparisons of the Ids-Vgs characteristics and transconductance with the measured data were performed to show the accuracy of the proposed model. This way we have completely closed form I-V characteristics in subthreshold, triode and saturation region incorporating accurate charge control mechanism for HEMTs.

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On Estimating Burr Type XII Parameter Based on General Type II Progressive Censoring

  • Kim Chan-Soo
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.89-99
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    • 2006
  • This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

Closed-Form Solution of ECA Target-Tracking Filter using Position and Velocity Measurements

  • Yoon, Yong-Ki;Hong, Sun-Mog
    • Journal of Electrical Engineering and information Science
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    • 제2권4호
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    • pp.23-27
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    • 1997
  • Presented are closed-form expressions of the three-state exponentially correlated acceleration (ECA) target-tracking filter. The steady-state solution is derived based on Vaughan's approach for the case that he measurements of target position and velocity are available at discrete point in time. The solution for ECA tracking filter using only position measurements and the solution for the constant acceleration (CA) tracking filter are obtained as a special case of the presented results.

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Closed-form for Bit Error Rate of MSK and OQPSK Systems with a Smart Antenna

  • Le Minh-Tuan;Pham Van-Su;Yoon Giwan
    • Journal of information and communication convergence engineering
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    • 제3권4호
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    • pp.176-178
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    • 2005
  • This paper presents closed-form expressions for exact bit error rate of MSK and OQPSK systems employing an adaptive antenna array at base station to eliminate co-channel interference. The channels under consideration are AWGN and one-path flat Rayleigh fading with AWGN. Computer simulation is carried out to confirm the theoretical results.

Integral Approximate Solutions to a One-Dimensional Model for Stratified Thermal Storage Tanks (성층화된 축열조의 1차원모델에 대한 적분 근사해)

  • Chung, Jae-Dong
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • 제22권7호
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    • pp.468-473
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    • 2010
  • This paper deals with approximate integral solutions to the one-dimensional model describing the charging process of stratified thermal storage tanks. Temperature is assumed to be the form of Fermi-Dirac distribution function, which can be separated to two sets of cubic polynomials for each hot and cold side of thermal boundary layers. Proposed approximate integral solutions are compared to the previous works of the approximate analytic solutions and show reasonable agreement. The approach, however, has benefits in mathematical difficulties, complicated solution form and unstable convergence of series solution founded in the previous analytic solutions. Solutions for a semi-infinite region, which have simple closed form solutions, give close agreement to those for a finite region. Thermocline thickness is obtained in closed form and shows proportional behavior to the square root of time and inverse proportional behavior to the square root of flow rate.