• Wind and Structures
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• v.25 no.6
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• pp.589-608
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• 2017

A novel probabilistic approach is presented for estimating the equivalent static wind loads that produce a static response of the structure, which is "equivalent" in a probabilistic sense, to the extreme dynamic responses due to the unsteady pressure random field induced by the wind. This approach has especially been developed for complex structures (such as stadium roofs) for which the unsteady pressure field is measured in a boundary layer wind tunnel with a turbulent incident flow. The proposed method deals with the non-Gaussian nature of the unsteady pressure random field and presents a model that yields a good representation of both the quasi-static part and the dynamical part of the structural responses. The proposed approach is experimentally validated with a relatively simple application and is then applied to a stadium roof structure for which experimental measurements of unsteady pressures have been performed in boundary layer wind tunnel.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.365-376
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• 2003

In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

• Journal of Sensor Science and Technology
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• v.32 no.6
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• pp.475-480
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• 2023

When modeling a sensor system mathematically, we assume that the sensor noise is Gaussian and white to simplify the model. If this assumption fails, the performance of the sensor model-based controller or estimator degrades due to incorrect modeling. In practice, non-Gaussian or non-white noise sources often arise in many digital sensor systems. Additionally, the noise parameters of the sensor model are not known in advance without additional noise statistical information. Moreover, disturbances or high nonlinearities often cause unknown sensor modeling errors. To estimate the uncertain noise and model parameters of a sensor system, this paper proposes an iterative batch calibration method using data-driven machine learning. Our simulation results validate the calibration performance of the proposed approach.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.45 no.3
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• pp.1-11
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• 2008

This paper proposes a real-time method using a 3-axis accelerometer to enhance blurred images taken from a camera loaded in mobile devices. Blurring phenomenon is a smoothing effect occurring in photo images. Algorithms to cope with blurring phenomenon is essential since small-size mobile devices tremble severely by even a tiny hand-shaking of a user. In this paper, accurate sensing characteristics of the 3-axis accelerometer is acquired by applying the sensor in pendulum motion and the blurring phenomenon is modeled as a uniform distribution and Gaussian distribution. Also, non-Gaussian distributed model is observed in the experiment of real blurring phenomenon and a particular deblurring function is designed by reversing the model. It has been demonstrated that the application of trembling information to the deblurring function adequately removes the blurring phenomenon.

• Journal of Soil and Groundwater Environment
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• v.21 no.6
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• pp.67-79
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• 2016

Gaussian process regression (GPR) is proposed as a tool of long-term groundwater quality predictions. The major advantage of GPR is that both prediction and the prediction related uncertainty are provided simultaneously. To demonstrate the applicability of the proposed tool, GPR and a conventional non-parametric trend analysis tool are comparatively applied to synthetic examples. From the application, it has been found that GPR shows better performance compared to the conventional method, especially when the groundwater quality data shows typical non-linear trend. The GPR model is further employed to the long-term groundwater quality predictions based on the data from two domestically operated groundwater monitoring stations. From the applications, it has been shown that the model can make reasonable predictions for the majority of the linear trend cases with a few exceptions of severely non-Gaussian data. Furthermore, for the data shows non-linear trend, GPR with mean of second order equation is successfully applied.

• International Journal of Naval Architecture and Ocean Engineering
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• v.12 no.1
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• pp.755-767
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• 2020

A significant development has been made on a new fatigue damage model applicable to Gaussian wide band stress response spectra using numerical approximation methods such as data processing, time simulation, and regression analysis. So far, most of the alternative approximate models provide slightly underestimated or overestimated damage results compared with the rain-flow counting distribution. A more reliable approximate model that can minimize the damage differences between exact and approximate solutions is required for the practical design of ships and offshore structures. The present paper provides a detailed description of the development process of a new fatigue damage model. Based on the principle of the Gaussian wide band model, this study aims to develop the best approximate fatigue damage model. To obtain highly accurate damage distributions, this study deals with some prominent research findings, i.e., the moment of rain-flow range distribution MRR(n), the special bandwidth parameter μk, the empirical closed form model consisting of four probability density functions, and the correction factor QC. Sequential prerequisite data processes, such as creation of various stress spectra, extraction of stress time history, and the rain-flow counting stress process, are conducted so that these research findings provide much better results. Through comparison studies, the proposed model shows more reliable and accurate damage distributions, very close to those of the rain-flow counting solution. Several significant achievements and findings obtained from this study are suggested. Further work is needed to apply the new developed model to crack growth prediction under a random stress process in view of the engineering critical assessment of offshore structures. The present developed formulation and procedure also need to be extended to non-Gaussian wide band processes.

• Journal of KSNVE
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• v.8 no.4
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• pp.715-722
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• 1998

An investigation into the stochastic bifurcation and response statistics of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to genrage a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinanary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.2
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• pp.255-260
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• 2006

Safety-critical navigation systems have to provide 'reliable' position solutions, i.e., they must detect and exclude measurement or system faults and estimate the uncertainty of the solution. To obtain more accurate and reliable navigation systems, various filtering methods have been employed to reduce measurement noise level, or integrate sensors, such as global navigation satellite system/inertial navigation system (GNSS/INS) integration. Recently, particle filters have attracted attention, because they can deal with nonlinear/non-Gaussian systems. In most GNSS applications, the GNSS measurement noise is assumed to follow a Gaussian distribution, but this is not true. Therefore, we have proposed a fault detection and exclusion method using particle filters assuming non-Gaussian measurement noise. The performance of our method was contrasted with that of conventional Kalman filter methods with an assumed Gaussian noise. Since the Kalman filters presume that measurement noise follows a Gaussian distribution, they used an overbounded standard deviation to represent the measurement noise distribution, and since the overbound standard deviations were too conservative compared to the actual distributions, this degraded the integrity-monitoring performance of the filters. A simulation was performed to show the improvement in performance of our proposed particle filter method by not using the sigma overbounding. The results show that our method could detect smaller measurement biases and reduced the protection level by 30% versus the Kalman filter method based on an overbound sigma, which motivates us to use an actual noise model instead of the overbounding or improve the overbounding methods.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.39 no.1
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• pp.64-72
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• 2016

In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.9-16
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• 2000

This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.