• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1453-1463
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• 2016

The most useful financial risk measure may be VaR (Value at Risk) which estimates the maximum loss amount statistically. The VaR tends to be estimated in many industries by using transformed univariate risk including variance-covariance matrix and a specific portfolio. Hong et al. (2016) are defined the Vector at Risk based on the multivariate quantile vector. When a specific portfolio is given, one point among Vector at Risk is founded as the best VaR which is called as an alternative VaR (AVaR). In this work, AVaRs have been investigated for multivariate normal distributions with many kinds of variance-covariance matrix and various portfolio weight vectors, and compared with VaRs. It has been found that the AVaR has smaller values than VaR. Some properties of AVaR are derived and discussed with these characteristics.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.9
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• pp.148-156
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• 2014

In the MVDR (minimum variance distortionless response) adaptive array, its performance could be greatly deteriorated in the presence of steering vector errors as the desired signal is treated as an interference. This paper suggests an computationally simple adaptive beamforming method which is robust against these errors. In the proposed method, a minimization problem that is formulated according to the DCB (doubly constrained beamforming) principle is solved to find a solution vector, which is in turn projected onto a subspace to obtain a new steering vector. The minimization problem and the subspace projection are dealt with using some principal eigenpairs, which are obtained using a modified PASTd(projection approximation subspace tracking with deflation). We improve the existing MPASTd(modified PASTd) algorithm such that the computational complexity is reduced. The proposed beamforming method can significantly reduce the complexity as compared with the conventional ones directly eigendecomposing an estimate of the corelation matrix to find all eigenvalues and eigenvectors. Moreover, the proposed method is shown, through simulation, to provide performance improvement over the conventional ones.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.8C
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• pp.661-666
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• 2010

In this paper, we apply a likelihood ratio test (LRT) to a non-negative matrix factorization (NMF) based voice activity detection (VAD) to find optimal threshold. In our approach, the NMF based VAD is expressed as Euclidean distance between noise basis vector and input basis vector which are extracted through NMF. The optimal threshold each of noise environments depend on NMF results distribution in noise region which is estimated statistical model-based VAD. According to the experimental results, the proposed approach is found to be effective for statistical model-based VAD using LRT.

• Proceedings of the CALSEC Conference
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• 2005.03a
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• pp.130-134
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• 2005

This research describes the comparison broker's role and its effectiveness measurement using a developed logical framework of comparison shopping service. And verifies that seller-led comparison challenge method provide comparison information of products to buyers more efficiently. In electronic commerce, buyer's satisfaction of purchase (S) can be defined as an interactive function between seller's competitiveness vector (P) of products that supplied to the market, and buyer's informed level vector (B) of products that is known from a lot of sources. Then the buyer's informed level can be changed through the information analysis among products by transformation process using comparison matrix (C). So the role of comparison shopping is to construct a comparison matrix and to serve it to the buyers, and to change the buyer's informed level. The changed informed level influences a buyer's satisfaction, that improved satisfaction of purchase is defined as the effectiveness of comparison shopping. As a perfect provision and usage of comparison matrix is impossible cause of cognitive limit, the most efficient method for improving the comparison effectiveness is the comparison challenge that detects the comparison elements of the largest buyer's information efficiency, and then to be compared between elementary products selectively. This research verifies the substantial superiority of comparison challenge through television market data experiments.

• Journal of Power Electronics
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• v.19 no.6
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• pp.1380-1392
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• 2019

Input filters are very important to matrix converters (MCs). They are used to improve grid side current waveform quality and to reduce the input voltage distortion supplied to the grid side. Due to the effects of the input filter and the output power, the grid side power factor (PF) is not at unity when the input power factor angle is zero. In this paper, the displacement angle between the grid side phase current and the phase voltage affected by the input filter parameters and output power is analyzed. Based on this, a new grid side PF unity compensation method implemented in the indirect space vector pulse width modulation (ISVPWM) method is presented, which has a larger compensation angle than the traditional compensation method, showing a higher grid side PF at unity in a wide output power range. Simulation and experimental results verify that the analysis of the displacement angle between the grid side phase current and the phase voltage affected by the input filter and output power is right and that the proposed compensation method has a better grid side PF at unity.

• The Journal of Information Technology
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• v.10 no.3
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• pp.33-45
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• 2007

Systolic Array Processor is used for designing the special purpose processor in Digital Signal Processing, Computer Graphics, Neural Network Applications etc., since it has the characteristic of parallelism, pipeline processing and architecture of regularity. But, in case of using general design method, it has intial waiting period as large as No. of PE-1. And if the connected system needs parallel and simultaneous outputs, processor has some problems of the performance, since it generates only one output at each clock in output state. So in this paper, one dimensional Systolic Array Processor that is designed according to the dependance of data and operations using the partitioned sub-matrix is proposed for the purpose of improving the performance. 1-D Systolic Array using 4 partitioned sub-matrix has efficient method in case of considering those two problems.

• International Journal of Control, Automation, and Systems
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• v.4 no.1
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• pp.113-123
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• 2006

In this paper, an improved direct torque control (DTC) method for sensorless matrix converter drives is proposed which enables to minimize torque ripple, to obtain unity input power factor, and to achieve good sensorless speed-control performance in the low speed operation, while maintaining constant switching frequency and fast torque dynamics. It is possible to combine the advantages of matrix converters with the advantages of the DTC strategy using space vector modulation and a flux deadbeat controller. To overcome the phase current distortion by the non-linearity of a matrix converter drive, the simple non-linearity compensation method using PQR power theory are presented in the proposed scheme. Experimental results are shown to illustrate the feasibility of the proposed strategy.

• Structural Engineering and Mechanics
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• v.33 no.3
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• pp.307-323
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• 2009

This article presents the differential system that governs the mechanical behaviour of a curved-beam element, with varying cross-section area, subjected to generalized load. This system is solved by an exact procedure or by the application of a new numerical recurrence scheme relating the internal forces and displacements at the two end-points of an increase in its centroid-line. This solution has a transfer matrix structure. Both the stiffness matrix and the equivalent load vector are obtained arranging the transfer matrix. New structural matrices have been defined, which permit to determine directly the unknown values of internal forces and displacements at the two supported ends of the curved-beam element. Examples are included for verification.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.11
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• pp.73-82
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• 2014

The LM algorithm is used in solving the least square problem in a non linear system, and is used in various fields. However, in cases the applied field's target functionis complicated and high-dimensional, it takes a lot of time solving the inner matrix and vector operations. In such cases, the LM algorithm is unsuitable in embedded environment and requires a hardware accelerator. In this paper, we implemented the LM algorithm in hardware. In the implementation, we used pipeline stages to divide the target function operation, and reduced the period of data input of the matrix and vector operations in order to accelerate the speed. To measure the performance of the implemented hardware, we applied the refining fundamental matrix(RFM), which is a part of 3D reconstruction application. As a result, the implemented system showed similar performance compared to software, and the execution speed increased in a product of 74.3.

• Proceedings of the IEEK Conference
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• 2004.08c
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• pp.503-508
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• 2004

This paper proposes an efficient computation method for fixed and mixed polarity Reed -Muller function vector over Galois field GF(p). Function vectors of fixed polarity Heed Muller function with single variable can be generated by proposed method. The n-variable function vectors can be calculated by means of the Kronecker product of a single variable function vector corresponding to each variable. Thus, all fixed and mixed polarity Reed-Muller function vectors are calculated directly without using a polarity function vector table or polarity coefficient matrix.