• Title/Summary/Keyword: MC 시뮬레이션

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Performance Evaluation of Direct Broadcasting Satellite Channel using a MC and QA Method (MC기법과 QA기법을 이용한 직접위성방송채널 성능평가)

  • 정지원;조형래;고성찬
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.3 no.4
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    • pp.839-847
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    • 1999
  • This paper presents the performance evaluation of direct broadcasting satellite by monte-carlo(MC) and quasi-analytic(QA) simulation method in the existence of uplink/downlink adjacent channel interference(ACI), co-channel interference(CCI), and gaussian noise. Korea's satellite system parameters and link design are used at the simulation. MC and QA simulation methods are a valuable adjunct to analytical performance.

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The Monte Carlo Simulation and Algorithm on the Relationship Interest Rate Models for the Pricing of Bond Options (채권 옵션의 가격결정을 위한 이자율 모형의 관계에 대한 알고리즘과 몬테 카르로 시뮬레이션)

  • Lee, Gwangyeon;Park, Kisoeb
    • Journal of the Korea Society for Simulation
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    • v.28 no.3
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    • pp.49-56
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    • 2019
  • In this paper, we deal with two pricing of bond options using the relationship between the forward rate model and the Libor rate model. First, we derive a formula for obtaining discounted bond prices using the restrictive condition of the Ritchken and Sankarasubramanian (RS), and then use the volatility function relationship of the forward rate and the Libor rate models to find the analytic solution (AS) of bond options pricing. Second, the price of the bond options is calculated by simulating several scenarios from the presented condition using Monte Carlo Simulation (MCS). Comparing the results of the implementation of the above two pricing methods, the relative error (RE) is obtained, which means the ratio of AS and MCS. From the results, we can confirm that the RE is around 3.9%, which means that the price of the bond options can be predicted very accurately using the MCS as well as AS.

Performance of Decorrelator for Multirate Multicarrier DS/CDMA System (다중전송률 다중반송파 DS/CDMA 시스템을 위한 비상관기의 성능)

  • Lee, Seok-Hyun;Lee, So-Young;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.6
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    • pp.31-37
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    • 2010
  • In this paper, a performance of a decorrelating detector for a multirate MC(multi-carrier) DS/CDMA system is analyzed and simulated in a frequency selective Rayleigh fading channel. The performance is compared with that of single rate MC-DS/CDMA system in term of bit error probability. Variable Spreading Length (VSL) is employed for MC-DS/CDMA system as multirate transmission scheme. From simulation result, it is shown that Decorrelator for multirate MC-DS/CDMA achieves high BER performance as well as that of single rate case.

Efficient Performance Evaluation Method for IS-95 System (IS-95 시스템 역방향 채널에서의 효율적인 성능평가 기법)

  • 전재춘;고윤진;정미선;황인관
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.4B
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    • pp.345-352
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    • 2002
  • In this paper, in order to evaluate the performance of IS-95 system reverse link in white gaussian noise and rayleigh fading environment, we suggest epochal proposal to improve computer run-time and its efficiency is verified in terms of the number of samples. MC(Monte Carlo) simulation is the most popular simulation technique lately, but MC simulation requires a number of samples at low bit error rate. Therefore, MC cannot avoid the limit of computer run-time. To alleviate these problems, we apply the suggested method called central moment technique to the reverse link of the IS-95 system and can obtain discrete probability mass functions from Nth order central moments of the less number of received signal samples than those required in MC. Continuous cumulative probability distribution function can be accurately estimated by using interpolation and the improvement effect for the number of samples is proven.

Estimating Design Wind Speeds for a Long Span Bridge in a Complex Terrain (주변지형을 고려한 장대교량 설계풍속 산정)

  • Lee, Seok-Yong;Kim, Yoon-Seok;Lee, Seung-Woo;Kwon, Ho-Chul;Kim, Seog-Cheol;Cho, Kyung-Hak
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2010.04a
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    • pp.429-431
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    • 2010
  • 태풍 및 지형에 대한 컴퓨터 시뮬레이션과 기상관측자료에 대한 분석을 통해 장대교량의 가설위치에서 발생할 수 있는 풍환경을 분석하고 설계풍속을 산정하였다. 설계풍속의 산정은 내풍 설계를 위한 하중을 결정하는 과정으로 내풍설계의 기본이 되는 부분이다. 풍환경 분석 과정은 Monte Carlos(이하 MC) 태풍 시뮬레이션 분석, Gumbel 극치분석, CFD 지형효과 분석으로 구성된다. MC 태풍시뮬레이션 분석을 통해 태풍시기(6~10월)의 재현주기별 강풍발생빈도를 도출하였다. Gumbel 극치분석을 통해 인근의 기상관측자료로부터 전년도에 대한 재현주기별 강풍발생빈도를 도출하였다. CFD 지형효과 분석을 통해 분석대상지역의 주변지형으로 인한 풍속증감효과를 분석하였다. 각 결과를 종합하여 보수적인 재현주기별 설계풍속을 산정하였다.

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Performance of MC-CDMA Based UWB System (MC-CDMA 방식을 적용한 UWB 시스템의 성능평가)

  • Kim Cheol-Soon;Kwak Kyung-Sup;Lee Hyung-Ki
    • Journal of Korea Multimedia Society
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    • v.9 no.1
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    • pp.51-58
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    • 2006
  • In this paper, we evaluated Ultra Wideband MC-CDMA system which is the combination of DS-CDMA and OFDM systems, which have been drafting in current standardization for IEEE802.15.3a. Too many Rake Fingers are demanded in the DS-CDMA system to detect multi-path signals, which results in high system complexity. OFDM system fails to qualify for FCC certification unless frequency hopping is off. MC-CDMA has lower complexity compared to DS-CDMA and shows good performance against frequency selective fading. In addition, for a wide-band communication, less radio power per spectrum is allowed in the MC-CDMA system than in an OFDM system. The MC-CDMA system is analyzed by a numerical formula and compared with DS-CDMA and OFDM by a computer simulation.

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Efficient Resource Allocation Scheme for Improving the Throughput in the PB/MC-CDMA System (PB/MC-CDMA 시스템에서 처리량 향상을 위한 효율적인 자원 할당 기법)

  • Lee, Kyujin;Seo, HyoDuck;Han, DooHee
    • Journal of Convergence Society for SMB
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    • v.4 no.1
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    • pp.1-6
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    • 2014
  • PB/MC-CDMA is an efficient system which divides the whole frequency band into several blocks, unlike a conventional MC-CDMA system. We propose an efficient resource allocation scheme in Multi-Block PB/MC-CDMA (Partial Block Multi-Carrier Code Division Multiple Access). This system aims to improve frequency efficiency and maximize the total throughput while satisfying predefined threshold over various channel conditions. Through computer simulations, we confirm that the performance of the proposed system is more effective in terms of throughput.

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Dynamic Transmission Control Design in Buffered MC-CDMA System (버퍼를 가진 다중코드-코드분할다중접속(MC-CDMA) 시스템에서 동적 전송 제어 프로토콜 설계)

  • Kim, Young-Yong
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.39 no.9
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    • pp.20-27
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    • 2002
  • The demand for multimedia transmission in wireless networking is rapidly increasing. Performance evaluation in the CDMA system has been carried out on the voice-oriented system without re-transmission or buffering. We propose a multimedia access protocol with buffering and ARQ which can meet a variety of QoS requirements. We study the effect of buffering in MC-CDMA(Multi-Code CDMA) and design a dynamic rate control algorithms, whose simulation shows the efficiency of MC-CDMA.

A Study on the Improvement of Hydrogen Tank Fueling Performance Using MC Methods (MC 기법을 이용한 수소 탱크 충전 성능 향상에 관한 연구)

  • JIAH CHOI;SANGWON JI;JISEONG JANG
    • Transactions of the Korean hydrogen and new energy society
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    • v.34 no.5
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    • pp.447-455
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    • 2023
  • SAE J2601, hydrogen fueling protocols, proposes two charging methods. The first is the table-based fueling protocol, and the second is the MC formula-based fueling protocol. Among them, MC formula-based fueling protocol calculates and supplies the target pressure and pressure ramp rate (PRR) using the pre-cooling temperature of the hydrogen and the physical parameters of the tank in the vehicle. The coefficient of the MC formula for deriving MC varies depending on the physical parameters of the tank in the vehicle. However, most studies use the MC coefficient derived from SAE J2601 as it is, despite the difference in the physical parameters of the tank applied to the study and the tank used to derive the MC coefficient from SAE J2601. In this study, the MC coefficient was derived by applying the hydrogen tank currently used, and the difference with the fueling performance using the MC coefficient proposed in SAE J2601 was verified. In addition, the difference was confirmed by comparing and analyzing the fueling performance of the table-based method currently used in hydrogen fueling stations and the MC formula-based method using MC coefficient derived in this study.