• Journal of Korea Trade
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• v.23 no.2
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• pp.110-126
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• 2019

Purpose - This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns using the frequency of five minute returns spanning the period from February 2010 through February 2018with periodicity filters. Design/Methodology - This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns occurred from 2010 through 2018, and the very exceptionally large and irregular jumps occurred around 2010-2011, after the EU financial crisis, and 2015-2016. The outliers occurred somewhat frequently around the years of 2015 and 2016. Originality/value - When we include periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro exchange rates have smaller daily jump probabilities by 20-30% than when we do not include the periodicity filters of volatility. Thus, when we consider the periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro have considerably smaller jump probabilities.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10a
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• pp.783-787
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• 1993

The dynamics for a two-body problem including perturbations due to nonspherical gravitation of the earth, gravitation of the sun and moon, radiation of the sun is studied. Orbit determination was performed by SVD filter. The simulation result shows that the characteristics of the satellite orbit have east-west and south-north drift. Therefore, the periodic magnitude of the control time and value in the view of the periodicity of error can be provided, and this result can be basic data to a station keeping problem with an orbit determination result.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.9 no.6
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• pp.591-598
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• 2016

For the mobile healthcare environment, it is important to measure the exact biomedical signals in real time, and another key point is to design mobile healthcare devices with low power consumption. In this paper, we propose a method in which the piezo film sensor(PFS), having a low power characteristic, is used to measure the pulse signal synchronized with the heart rate from the radial artery. The critical issue in the bio-signal processing is the existence of the motion artifacts. To dissolve this problem, we have applied the periodic moving average filter using the quasi-periodicity of the pulse signal in addition to the conventional method of the adaptive filtering using the reference signal. Results of simulation and experiments are presented to confirm that the quasi-periodicity of the PFS signal can be used to eliminate completely the motion artifacts which still appears after the adaptive filtering.

• Journal of Biomedical Engineering Research
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• v.20 no.4
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• pp.495-502
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• 1999

We propose efficient speech signal processing algorithms and a system for cochlear implant in this paper. The outer and the middle car which perform amplifying, lowpass filtering and AGC, are modeled by an analog system, and the inner ear acting as a time-delayed multi filter and the transducer is implemented by the DSP circuit which enables real-time processing. Especially, the basilar membrane characteristic of the inner ear is modeled by a nonlinear filter bank, and then tonotopy and periodicity of the auditory system is satisfied by using a pitch-synchronous multi-spectra(PSMS) method. Moreover, most of the speech processing is performed by S/W so the system can be easily modified. And as our program is written in C-language, it can be easily transplanted to the system using other processors.

• International Journal of Control, Automation, and Systems
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• v.5 no.6
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• pp.701-706
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• 2007

The measurement accuracy for heart rate or $SpO_2$ using photoplethysmography (PPG) is influenced by how well the noise from motion artifacts and other sources can be removed. Eliminating the motion artifacts is particularly difficult since its frequency band overlaps that of the basic PPG signal. Therefore, we propose the Periodic Moving Average Filter (PMAF) to remove motion artifacts. The PMAF is based on the quasi-periodicity of the PPG signals. After segmenting the PPG signal on periodic boundaries, we average the $m^{th}$ samples of each period. As a result, we remove the motion artifacts well without the deterioration of the characteristic point.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.12 no.3
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• pp.189-199
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• 1987

This paper describes a method to perform the conversion between two widely used multiplexing techniques in telephony. TDM and FDM. This method is based on the digitized Weaver modulator for single side-band modulation, and makes use of a PV digital filter which has commutativity with sinusoidal modulators and periodicity of coefficients. Thus we greatly reduce the complexity and multiplication rate of the system.

• Journal of Power Electronics
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• v.8 no.4
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• pp.301-308
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• 2008

This paper proposes a method of improving the stability in sensor-less control of permanent magnet synchronous motors. The control method for low-speed region is divided into two: One is a high frequency method, which involves a problem of reverse rotation once misdetection of the permanent magnet polarity should occur, and another one is a current drive method, which has a problem that phase and speed oscillations are caused by quick speed changes. Hence, authors propose adoption of the current drive method for the basic control system with added compensation of stabilization by means of the high frequency method. This combination secures stable control with no risk of reversal and less vibration. In addition, authors have also considered a frequency separation filter of a shorter delay time so that current control performance will not lower even when high frequencies are introduced. This filter has achieved simplified compensation using repetitive characteristic through the utilization of the periodicity of high frequency current. Simulation and experiment have been conducted to verify that the stable performance of this system is improved.

• Journal of the Optical Society of Korea
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• v.17 no.1
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• pp.63-67
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• 2013

We perform an optical vestigial sideband (VSB) filtering using a pair of Fabry-Perot (FP) filters. The transmittance curve of each FP filter is made to have sharp skirts using an offset between input and output coupling fibers. Moreover, the accurate periodicity of FP filters in the optical frequency domain enables the simultaneous VSB filtering of a large number of optical channels. With this VSB filtering technique, we transmit 12.5-GHz spaced $64{\times}12.4-Gb/s$ wavelength-division-multiplexing channels over a single-mode fiber up to 150 km without any dispersion compensations. When the channel spacing is reduced to 10 GHz, we achieve the spectral efficiency of 1 bit/s/Hz in conventional optical intensity modulation systems up to 125 km.

• MALSORI
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• no.52
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• pp.133-144
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• 2004

The quality of narrowband speech can be enhanced by the bandwidth extension technology. This paper proposes a mixed excitation and an energy compensation method based on Gaussian Mixture Model (GMM). First, we employ the mixed excitation model having both periodic and aperiodic characteristics in frequency domain. We use a filter bank to extract the periodicity features from the filtered signals and model them based on GMM to estimate the mixed excitation. Second, we separate the acoustic space into the voiced and unvoiced parts of speech to compensate for the energy difference between narrowband speech and reconstructed highband, or lowband speech, more accurately. Objective and subjective evaluations show that the quality of wideband speech reconstructed by the proposed method is superior to that by the conventional bandwidth extension method.

• Proceedings of the KSR Conference
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• 2009.05a
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• pp.1970-1976
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• 2009

This paper describes a series arc detection algorithm in a low-voltage wiring system. We designed and fabricated an arc detection circuit which consists of a high-pass filter with the low cut-off frequency of 170 kHz to attenuate power frequency. The series arcing phenomena was simulated by an arc generator specified in UL1699. In the experiment, various loads such as resistive loads, resistive loads controlled by a dimmer, and vacuum cleaners were used. Whether the signal is arc or noise is discriminated by pulse counts and periodicity of the detected signal.