• The Journal of Asian Finance, Economics and Business
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• v.8 no.3
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• pp.361-372
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• 2021

This research aimed to analyze the momentum strategy of foreign investors with the smallest trading transactions in the Indonesian stock market. This study applied a quantitative method approach using intraday transaction data of companies listed on the LQ-45 Index for March, April, and May 2017, obtained from the Indonesia Capital Market Institute (TICMI) which is a subsidiary of the Indonesia Stock Exchange (IDX). The number of companies with available data is 35 companies, consisting of 23 non-government stocks and 12 government stocks. The number of observations from the 35 companies was 8,686,030 observations where the government companies recorded 2,751, 545 and the non-government companies 1,387,016 observations. All data was then squeezed and grouped into small, medium, and large trade transaction orders. The data analysis method used was paired t-test with SPSS to analyze cumulative abnormal returns in the formulation and test periods. This study found that small foreign investors carried out momentum strategies on stocks listed on the LQ-45 Index. However, re-testing was done by separating government and non-government shares. It turned out that small foreign investors performed a momentum strategy on non-government and a contrarian strategy on government.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.871-875
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• 1996

The Output feedback linear quadratic regulator control is applied to the design of active suspension system using 7 DOF full car model. The performance index reflects the vehicle vertical movement, pitch and roll motion, and minimization of suspension stroke displacements in the rattle space. The elements of gain matrix are approximately decoupled so that each suspension requires only local information to generate the control force. The simulation results indicates that the output feedback LQ controller is more effective than purely passive or full state feedback active LQ controllers in following the road profile at the low frequency range and suppressing the road disturbance at the high frequency ranges.

• 제어로봇시스템학회:학술대회논문집
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• 1999.10a
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• pp.79-82
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• 1999

The right half plane (RHP) zeros may cause severe problems, such as undershoots, oscillations and time delay in the transient response of the systems. In this paper, we formulate a linear quadratic type problem to deal with the effects of the RHP zeros in the nonminimum phase systems. Based on the LQ formulation, this paper shows the trade-off relation between undershoot and rising time performances in nonminimum phase systems by using a new performance index which consists of new state and tracking error. And performances of the proposed method are shown via computer simulations.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.15 no.6
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• pp.105-113
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• 2006

This work is concerned with the development of digital contouring controller for multi-axial servosystems. Digital optimal contouring controller is proposed to coordinate each of the controllers of multiple feed drives and specifically improve the contouring performance. The optimal control formation includes the contour error explicitly in the performance index to be minimized. The contouring control is exercised for straight line and circular contours. Substantial improvement in contouring performance is obtained for a range of contouring conditions. Both steady state and transient error measures have been considered. The simulation study presented has established the potential of the proposed controller to improve contouring performance.

• Transactions of the Korean Society of Mechanical Engineers
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• v.16 no.2
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• pp.226-235
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• 1992

This paper is concerned with the robust control of LQ state feedback regulators with poles in a specified region in the presence of system uncertainty. The robust stability results for the constant and nonlinear time varying perturbations are derived in terms of bounds of the perturbed system matrices and the weighting matrices in the performance index of LQ problem. The theoretical results are applied to the gap control problem of an attractive-type-magnetic levitation system and the effectiveness is proved by the implementation of digital control using 16 bits microcomputer.

• Korea Trade Review
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• v.44 no.4
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• pp.153-168
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• 2019

The logistics industry is changing with the diversification of demand and related technology development. Thus, the transportation system is also changing to social problems and environmental damage, and the importance of rail freight is increasing with changes in the international logistics environment. This study analyzes railway freight competition structure using freight volume and suggests improving the competitiveness of railroad freight. To achieve the research purpose, this study was conducted using the Hirshmann-Herfindahl Index(HHI) and Location Quotients(LQ) method. As a result, the concentration trend of railway trends has increased from 0.213 to 0.238 during the last 9 years, and LQ analysis has enabled the identification of local competition lines by item. The study result confirmed that policy measures on railway freight system, railway infrastructure construction and railway operation are necessary to enhance railway competitiveness.

• Journal of the Korean Institute of Telematics and Electronics
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• v.24 no.6
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• pp.956-960
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• 1987

This paper investigates the control problem which is specified by an uncertain linear system and a linear quadratic performance index. Only the size of parameter uncertainty is assumed to be given instead of its statistics. In addition, a mathing condition which constrains the system structure is assumed to be satisfied. The control law can be obtained by solving an LQ optimal control problem for a nominal system.

• Proceedings of the KIEE Conference
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• 2002.07a
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• pp.226-228
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• 2002

This paper presents a new control approach for designing a coordinated controller for static VAR compensator system. A SVC constructed by a Fixed Capacitor and a Thyristor Controlled Reactor is designed and implemented to improve the damping of a synchronous generator, as well as controlling the system voltage. A design of linear quadratic controller based on optimal controller depends on choosing weighting matrices. A coordinated optimal controller is achieved by minimizing a quadratic performance index using dynamic programming techniques. The selection of weighting matrices is usually carried out by trial and error which is not a trivial problem. We proposed a efficient method using GA of finding weighting matrices for optimal control law. Thus, we prove the usefulness of proposed method to improve the stability of single machine-infinite bus with SVC system.

• Honam Mathematical Journal
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• v.45 no.3
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• pp.542-554
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• 2023

Given a real number α, the Lagrange number of α is the supremum of all real numbers L > 0 for which the inequality |α - p/q| < (Lq²)^-1 holds for infinitely many rational numbers p/q. All Lagrange numbers less than 3 can be arranged as a set {l_p/q : p/q ∈ ℚ ∩ [0, 1]} using the Farey index. The present paper considers a function C(α) devised from Sturmian words. We demonstrate that the function C(α) contains all information on Lagrange numbers less than 3. More precisely, we prove that for any real number α ∈ (0, 1], the value C(α) - C(0) is equal to the sum of all numbers 3 - l_p/q where the Farey index p/q is less than α.

• Journal of Ocean Engineering and Technology
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• v.19 no.2 s.63
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• pp.67-73
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• 2005

This paper describes depth, heading and speed control of an underwater vehicle that has four stern thrusters of which forces are coupled in the diving and, steering motion, as well as the speed of the vehicle. The optimal linear quadratic controller is designed based on a linearized- state space model, developed by combining the dynamic equations of speed, steering and diving motion. The designed controller gives provides an optimal thrust distribution, minimizing the given performance index to control speed, depth and heading simultaneously. To validate the performance of the controller, a simulation and tank-test are carried out with DUSAUV (Dual Use Semi-Autonomous Underwater Vehicle), developed by KORDI as a test-bed for testing new underwater technologies. Optimal gains of the controller are tuned, using a computer simulation environment with a nonlinear 6-DOF numerical DUSAUV model, developed by PMM (Planner Motion Mechanism) test. To verify the performance of the presented controller in experiment, a tank-test with DUSAUV is carried out in the ocean engineering basin in KORDI. The experimental results are also compared with the simulation results to investigate the accordance of the numerical and the real mode.