• 대한기계학회논문집A
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• 제33권8호
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• pp.753-759
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• 2009

Feed-forward neural networks have been widely used as function approximation tools in the context of global approximate optimization. In the present study, a wavelet neural network (WNN) which is based on wavelet transform theory is suggested as an alternative to a traditional back-propagation neural network (BPN). The basic theory of wavelet neural network is briefly described, and approximation performance is tested using a nonlinear multimodal function and a composite rotor blade analysis problem. Laplacian of Gaussian function, Mexican function, and Morlet function are considered during the construction of WNN architectures. In addition, approximation results from WNN are compared with those from BPN.

• 대한산업공학회지
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• 제42권2호
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• pp.86-95
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• 2016

We propose a new approach to the stochastic version of Lanchester model. Commonly used approach to stochastic Lanchester model is through the Markov-chain method. The Markov-chain approach, however, is not appropriate to high dimensional heterogeneous force case because of large computational cost. In this paper, we propose an approximation method of stochastic Lanchester model. By matching the first and the second moments, the distribution of each unit strength can be approximated with multivariate normal distribution. We evaluate an approximation of discrete Markov-chain model by measuring Kullback-Leibler divergence. We confirmed high accuracy of approximation method, and also the accuracy and low computational cost are maintained under high dimensional heterogeneous force case.

• 한국멀티미디어학회논문지
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• 제22권10호
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• pp.1160-1167
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• 2019

Because of the dynamic range limitation of digital equipment, it is impossible to obtain dark and bright areas at the same time with one shot. In order to solve this problem, an exposure fusion technique for fusing a plurality of images photographed at different exposure amounts into one is being studied. Among them, Laplacian pyramid decomposition based fusion method can generate natural HDR image by fusing images of various scales. But this requires a lot of computation time. Therefore, in this paper, we propose an approximation technique that achieves similar performance and greatly shortens computation time. The concept of vanishing point image for approximation is introduced, and the validity of the proposed approach is verified by comparing the computation time with the resultant image.

• International Journal of Control, Automation, and Systems
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• 제5권3호
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• pp.251-268
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• 2007

A Gaussian sum filter (GSF) is proposed in this paper on simultaneous localization and mapping (SLAM) for mobile robot navigation. In particular, the SLAM problem is tackled here for cases when only bearing measurements are available. Within the stochastic mapping framework using an extended Kalman filter (EKF), a Gaussian probability density function (pdf) is assumed to describe the range-and-bearing sensor noise. In the case of a bearing-only sensor, a sum of weighted Gaussians is used to represent the non-Gaussian robot-landmark range uncertainty, resulting in a bank of EKFs for estimation of the robot and landmark locations. In our approach, the Gaussian parameters are designed on the basis of minimizing the representation error. The computational complexity of the GSF is reduced by applying the sequential probability ratio test (SPRT) to remove under-performing EKFs. Extensive experimental results are included to demonstrate the effectiveness and efficiency of the proposed techniques.

• 한국지능시스템학회논문지
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• 제18권3호
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• pp.297-305
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• 2008

최근들어, 커널 기법(kernel method)은 패턴 분류, 함수 근사 및 비정상 상태 탐지 등의 분야에서 상당한 관심을 끌고 있다. 특히, 서포트 벡터 머신(support vector machine)이나 커널 주성분 분석(kernel principal component analysis) 등의 방법론에서 커널의 역할은 매우 중요한데, 이는 고전적인 선형 머신이 비선형성을 효과적으로 다룰 수 있도록 일반화 해줄 수 있기 때문이다. 본 논문에서는 커널 기반 가우시안 프로세스(gaussian process) 함수근사 기법과 서포트 벡터 학습을 이용하여 레이더와 강우계의 관측 데이터를 융합하는 문제를 고려한다. 그리고, 국내의 강원, 경북 및 충북에 걸쳐있는 지역에 대한 레이더 자료 및 강우계 자료를 대상으로 하여 본 논문에서 고려하는 방법론들에 의해 데이터 융합을 수행한 결과를 제시하고, 성능비교를 수행한다.

• 한국군사과학기술학회지
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• 제12권5호
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• pp.577-584
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• 2009

Fusion of decisions in wireless sensor networks having flexibility on energy efficiency is studied in this paper. Two representative distributions, the generalized Gaussian and $\alpha$-stable probability density functions, are used to model non-Gaussian noise channels. By incorporating noise channels into the parallel fusion model, the optimal fusion rules are represented and suboptimal fusion rules are derived by using a large signal-to-noise ratio(SNR) approximation. For both distributions, the obtained suboptimal fusion rules are same and have equivalent form to the Chair-Varshney fusion rule(CVR). Thus, the CVR does not depend on the behavior of noise distributions that belong to the generalized Gaussian and $\alpha$-stable probability density functions. The simulation results show the suboptimality of the CVR at large SNRs.

• Journal of Communications and Networks
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• 제5권4호
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• pp.365-373
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• 2003

This paper investigates the performance of M-ary pulse position modulation (PPM) multiuser ultra-wideband (UWB) communication systems in terms of symbol error rate (SER) over fading and additive white Gaussian noise (AWGN) channel. Based on Gaussian approximation for the multiple access interference, an expression for the signal-to-noise ratio (SNR) is derived for the UWB system. This expression is used to derive exact SER expressions for coherent UWB receivers. The effect of pulse selection on the SER of multiuser UWB system is studied. In addition to rectangular pulse, the 2nd derivative Gaussian waveform and Rayleigh pulses were considered. We show that the system capacity and/or SER performance can be significantly increased by using the monocycle pulse in fading channels.

• Management Science and Financial Engineering
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• 제20권1호
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• pp.21-26
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• 2014

A lot of researches have been conducted to estimate the volatility smile effect shown in the option market. This paper proposes a method to approximate an implied volatility function, given noisy real market option data. To construct an implied volatility function, we use Gaussian Processes (GPs). Their output values are implied volatilities while moneyness values (the ratios of strike price to underlying asset price) and time to maturities are as their input values. To show the performances of our proposed method, we conduct experimental simulations with Korean Equity-Linked Warrant (ELW) market data as well as toy data.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 ITC-CSCC -1
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• pp.26-29
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• 2002

Radial Basis Function (RBF) networks is known as efficient method in classification problems and function approximation. The basis function of RBF networks is usual adopted normal distribution like the Gaussian function. The output of the Gaussian function has the maximum at the center and decrease as increase the distance from the center. For learning of neural network, the method treating the limited area of input space is sometimes more useful than the method treating the whole of input space. The q-normal distribution is the set of probability density function include the Gaussian function. In this paper, we introduce the RBF networks with the basis function of q-normal distribution and actually approximate a function using the RBF networks.

• Journal of the Korean Data and Information Science Society
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• 제27권3호
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• pp.803-814
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• 2016

Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.