• 소음진동
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• 제10권4호
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• pp.642-647
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• 2000

Conventional cepstrum has been widely used to detect echo and fault signals embedded in noise. One of the problems of finding impulse signals using the conventional cepstrum in that it is normally very sensitive to signal to noise ratio (SNR). This paper proposes a signal processing method to detect impulse signal in noisy environment. Because the proposed method minimizes the variance of signal power at a cepstrum domain, it is suggested to be called as minimum variance cepstrum (MV cepstrum). Computer simulations have been performed to understand the characteristics of the MV cepstrum. Both mathematical approach and computer simulations confirmed that the MV cepstrum is a useful technique to detect impulse in noisy environment.

• 제어로봇시스템학회논문지
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• 제2권1호
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• pp.14-20
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• 1996

This paper presents a self tuning method of a velocity type PID controller for minimum or non-minimum phase systems with time delays. The velocity type PID control structure is determined in the process of minimizing the variance of the auxilliary output, and self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design parameter. This method is simple and effective compared with other existing methods[1,2]. Numerical examples are included to illustrate the procedure and to show the performance of the control system.

• Journal of Advanced Marine Engineering and Technology
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• 제27권3호
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• pp.388-394
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• 2003

Hydraulic system is difficult to obtain a suitable performance due to the nonlinearity load pressure change and system parameter variation. The requirement of control a1gorithm has been complex in order to satisfy the performance. The adaptive control is a control method which is suggested to achieve the control object under the plant characteristics change. In spite of the case that plant characteristics and the degree of variation are difficult to grasp. the adaptive control could keep the characteristics of closed-loop system generally. In this study. a method of combined generalized minimum variance adaptive control (GMVAC) and output error feedback is proposed, in order to solve the problem of non-minimum phase of plant and the vibration and overshoot in initial response. The control performance according to the variation of characteristics of plant is evaluated by changing the supply pressure. The experimental results show the effectiveness of the proposed scheme.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.805-809
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• 2006

In this paper a shrinkage estimator for the measure of dispersion of the inverse Gaussian distribution with known mean is proposed. Also we compare the relative bias and relative efficiency of the proposed estimator with respect to minimum variance unbiased estimator.

• Journal of applied mathematics & informatics
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• 제37권3_4호
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• pp.201-205
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• 2019

This note provides the solution equivalence of general minimum variance and minimax disparity problems for OWA operator. This result generalize a main theorem of Liu [International Journal of Approximate Reasoning, 48 (2008) 598-627.]

• 한국소음진동공학회논문집
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• 제18권12호
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• pp.1217-1223
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• 2008

Vehicle vibration mostly originates from the road excitation and causes discomfort, fatigue and even injury to a driver. Vehicle ride comfort is one of the most important performance indices to achieve a high-quality vehicle design. Since design parameter variations inevitably result in the vehicle ride comfort variance, the variance characteristics should be analyzed in the early design stage of the vehicle. The vehicle ride comfort is often defined by an index which employs a weighted RMS value of the acceleration PSD of a seat position. The design solution is obtained through two steps in this study. An optimization problem to obtain a minimum ride comfort index is solved first. Then another optimization problem to obtain minimum variance of the ride comfort index is solved. For the optimization problems, the equations of motion and the sensitivity equations are derived basing on a 5-DOF vehicle model. The numerical results show that an optimal solution for the minimum ride comfort is not necessarily same as that of the minimum variance of the ride comfort.

• Structural Monitoring and Maintenance
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• 제7권4호
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• pp.319-344
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• 2020

Inverse analysis of non-linear reinforced concrete bridge pier using recursive Gaussian filtering for in-situ condition assessment is the main theme of this work. For this purpose, minimum variance unbiased estimation using unscented sigma points is adopted here. The uniqueness of this inverse analysis lies in its approach for strain based updating of engineering demand parameters, where appropriate bound and constrained conditions are introduced to ensure numerical stability and convergence. In this analysis, seismic input is also identified, which is an added advantage for the structures having no dedicated sensors for earthquake measurement. First, the proposed strategy is tested with a simulated example whose hysteretic properties are obtained from the slow-cyclic test of a frame to investigate its efficiency and accuracy. Finally, the experimental test data of a full-scale bridge pier is used to study its in-situ condition in terms of Park & Ang damage index. Overall the study shows the ability of the augmented minimum variance unbiased estimation based recursive time-marching algorithm for non-linear system identification with the aim to estimate the engineering damage parameters that are the fundamental information necessary for any future decision making for retrofitting/rehabilitation.

• 정보처리학회논문지C
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• 제15C권2호
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• pp.79-86
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• 2008

MANET(Mobile Ad hoc Network)은 두 대 이상의 이동 무선 단말로 구성되는 네트워크로 단말의 한정된 에너지 때문에 많은 제한성을 가지게 된다. MANET에서 특정 노드들의 조기 에너지 소진은 네트워크 성능에 큰 영향을 줄 수 있다. 본 논문에서는 이에 대한 해결책으로 송, 수신지 사이에 가능한 많은 노드 비중첩 다중 경로를 구축하고, 각 경로상 노드가 가진 평균 에너지, 최소 에너지, 혹은 에너지 분산 값에 따라 다중 경로를 통해 패킷을 분산 전송한다. 에너지 정보 수집 방법을 크게 Static 방식과 Dynamic 방식으로 나누며, 수집하는 에너지 정보에 따라 Static-Average, Static-Minimum, Static-Variance, 그리고, Dynamic-Average, Dynamic-Minimum, Dynamic-Variance 등 6가지 방식으로 나누고, NS2 시뮬레이션을 통해 그 성능을 비교하고 평가한다.

• 통상정보연구
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• 제9권2호
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• pp.65-86
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• 2007

This paper reviews the properties and application methods of widely used types of risk measures, identifies the rationale and business-side effects of hedging, derives the theoretical formula of optimal hedging ratio, and analyzes the various functional aspects of VaR(Value-at-risk) as a risk measure and a hedging tool. Especially this paper focuses on the characteristics of VaR compared with other risk measures in terms of their own principal determinants and identifies its stronger aspects in the dimension of hedging strategy tools. As well, this paper provides the detailed processes deriving the optimal hedge ratios based on the distributional parameters and risk factors. In addition, this paper presents the detailed and substantial processes of estimating the minimum variance hedge ratio and minimum-VaR hedge ratio using the actual data and shows that the minimum variance hedge ratio proves helpful for many cases although it is not appropriate for the non-linear portfolio including the option contracts. We demonstrate the trade-off relationship between the minimum variance hedge strategy and the minimum-VaR hedge strategy in their hedging costs and performances through calculation of the respective VaRs and variances of unhedged and hedged portfolios and the optimal hedge ratio and hedging effectiveness values for the given long position in US Dollar with the short position in Euro.

• 한국음향학회지
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• 제19권2호
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• pp.68-72
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• 2000

수중 음원을 탐지할 때 사용되는 정합장 처리 기법은 복잡한 수중 환경을 고려하여 수행된다. 특히, 최소 분산 처리기를 적용할 경우 행렬의 고유치 문제로 인해 그 성능이 크게 저하될 수 있다. 본 논문에서는 변환 행렬을 이용하여 최소 분산 정합장 처리기의 성능을 개선하였다. 이 변환 행렬은 입력 신호의 공분산 행렬이 역행렬을 구할 수 있도록 하면서 원하는 음원 신호 성분을 향상시키도록 한다. 제안된 방법은 가상 데이터와 NATO 산하 SACLANT 센터에서 수집된 실측 데이터를 이용하여 그 효율성을 입증하였다.