• Journal of KSNVE
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• v.10 no.4
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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.

• Journal of Institute of Control, Robotics and Systems
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• v.2 no.1
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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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• v.27 no.3
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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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• v.17 no.3
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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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• v.37 no.3_4
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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.]

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.18 no.12
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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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• v.7 no.4
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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.

• The KIPS Transactions:PartC
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• v.15C no.2
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• pp.79-86
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• 2008

MANET(Mobile Ad hoc Network) is a collection of two or more nodes equipped with wireless communications and constrained by the factor of energy limitation. The running out of energy on some nodes may bring down the performance of network seriously. For solving the problems above, this paper uses completely separated Node-Disjoint multipaths from a source to a destination as many as possible. And, based on average, minimum or variance of energy values on the each multipath, the packets are distributed on paths. Generally, collecting methods for energy information can be classified into two main categories, Static and Dynamic. As the different energy values collected, the packet distribution methods are classified into six criteria, Static-Average, Static-Minimum, Static-Variance, Dynamic-Average, Dynamic-Minimum and Dynamic-Variance respectively. The performance of the packet distribution methods and that of AODV are compared by NS2 simulation.

• International Commerce and Information Review
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• v.9 no.2
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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.

• The Journal of the Acoustical Society of Korea
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• v.19 no.2
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• pp.68-72
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• 2000

Matched field processing technique is performed by considering complex underwater environments. Specially, the performance of minimum variance processor is greatly degraded by eigenvalue problem. In this paper, we propose the minimum variance matched field processor using shaping matrix. This shaping matrix makes that the input covariance matrix is invertible and enhances the desired acoustic source component. It was proved effectively range/depth localization of the proposed method with simulated data and vertical array data collected by NATO SACLANT Center north of the island of Elba off the Italian west coast.