• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.443-451
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• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• International conference on construction engineering and project management
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• 2005.10a
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• pp.881-885
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• 2005

Scheduling repetitive projects under limitations on the amounts of available resources (labor and equipment) has been an active subject because of its practical relevance. Traditionally, the limitation is specified as a deterministic (fixed) number, such as 1000 labor-hours. The limitation, however, is often exposed to uncertainty and variability, especially when the project is lengthy. This paper presents a stochastic optimization model to treat the situations where the limitations of resources are expressed as probability functions in lieu of deterministic numbers. The proposed model transfers each deterministic resource constraint into a corresponding stochastic one and then solves the problem by the use of a chance-constrained programming technique. The solution is validated by comparison with simulation results to show that it can satisfy the resource constraints with a probability beyond the desired confidence level.

• Journal of Information Processing Systems
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• v.2 no.2
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• pp.107-113
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• 2006

It is essential to guarantee a handoff dropping probability below a predetermined threshold for wireless mobile networks. Previous studies have proposed admission control policies for integrated voice/data traffic in wireless mobile networks. However, since QoS has been considered only in terms of CDP (Call Dropping Probability), the result has been a serious CBP (Call Blocking Probability) unfairness problem between voice and data traffic. In this paper, we suggest a new admission control policy that treats integrated voice and data traffic fairly while maintaining the CDP constraint. For underprivileged data traffic, which requires more bandwidth units than voice traffic, the packet is placed in a queue when there are no available resources in the base station, instead of being immediately rejected. Furthermore, we have adapted the biased coin method concept to adjust unfairness in terms of CBP. We analyzed the system model of a cell using both a two-dimensional continuous-time Markov chain and the Gauss-Seidel method. Numerical results demonstrate that our CAC (Call Admission Control) scheme successfully achieves CBP fairness for voice and data traffic.

• Journal of the Korea Institute of Military Science and Technology
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• v.12 no.2
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• pp.159-169
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• 2009

In this paper, optimum design of distributed detection is considered for a parallel sensor network system consisting of a fusion center and two passive sonar nodes. AND rule and OR rule are employed as the fusion rules of the sensor network. For the fusion rules, it is shown that a threshold rule of each sensor node has uniformly most powerful properties. Optimum threshold for each sensor is investigated that maximizes the probability of detection under the constraint of a specified probability of false alarm. It is also investigated through numerical experiments how signal strength, false alarm probability, and the distance between two sensor nodes affect the system detection performances.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.20 no.5
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• pp.917-922
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• 2016

Recently, energy harvesting, in which energy is collected from RF signals, has been regarded as a promising technology to improve the lifetime of sensors by alleviating the lack of power supply problem. In this paper, we try to propose an efficient algorithm for simultaneous wireless information and power transfer. At first, we find the lower bound of water-level using the probability density function of channel, and derive the solution of power allocation in energy harvesting networks. In addition, we derive an efficient power splitting method for satisfying the minimum required harvested energy constraint. The simulation results confirm that the proposed scheme improves the average data rate while guaranteeing the minimum required harvested energy constraint, compared with the conventional scheme. In addition, the proposed algorithm can reduce the computational complexity remarkably with insignificant performance degradation less than 10%, compared to the optimal solution.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.34 no.11
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• pp.1691-1696
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• 2010

The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliabilitybased design optimization are examples of the most famous methodologies. The statistical moments of a performance function and the constraints corresponding to probability conditions are involved in the formulation of these methodologies. Therefore, it is essential to effectively and accurately calculate them. The sensitivities of these methodologies have to be determined when nonlinear programming is utilized during the optimization process. The sensitivity of statistical moments and probability constraints is expressed in the integral form and limited to the normal random variable; we aim to expand the sensitivity formulation to nonnormal variables. Additional functional calculation will not be required when statistical moments and failure or satisfaction probabilities are already obtained at a design point. On the other hand, the accuracy of the sensitivity results could be worse than that of the moments because the target function is expressed as a product of the performance function and the explicit functions derived from probability density functions.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.12
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• pp.1464-1470
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• 2009

RBDO approach based on a sampling method with the Kriging metamodel and Constraint Boundary Sampling (CBS), which is sequential sampling method to generate metamodels is proposed. The major advantage of the proposed RBDO approach is that it does not require Most Probable failure Point (MPP) which is essential for First-Order Reliability Method (FORM)-based RBDO approach. The Monte Carlo Sampling (MCS), most well-known method of the sampling methods for the reliability analysis is used to assess the reliability of constraints. In addition, a Cumulative Distribution Function (CDF) of the constraints is approximated using Moving Least Square (MLS) method from empirical distribution function. It is possible to acquire a probability of failure and its analytic sensitivities by using an approximate function of the CDF for the constraints. Moreover, a concept of inactive design is adapted to improve a numerical efficiency of the proposed approach. Computational accuracy and efficiency of the proposed RBDO approach are demonstrated by numerical and engineering problems.

• Journal of the Korea Society of Computer and Information
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• v.11 no.3
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• pp.271-279
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• 2006

This study proposes a new diversity algorithm to improve the signal-to-noise ratio. In the wireless channel, if fading occurs due to the multipaths, the performance of the system is apparently reduced. One of the methods to reduce fadings like this is the diversity method, and this study aims to improve the performance of the system by proposing a new diversity algorithm. This study applied rake receiver It applied QPSK and OQPSK modulation methods and applied the convolutional codes, where the code rate is 1/3 and the constraint length is 9, and the turbo code where the constraint length is 4. Under these conditions, this study compared and analyzed the average error probability of Multicarrier CDMA system.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.14 no.1
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• pp.179-187
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• 2014

The underlay protocol is a cognitive radio method in which secondary or cognitive users use the same frequency without affecting the quality of service (QoS) for the primary users. In addition, because of the broadcast characteristics of the wireless environment, some nodes, which are called eavesdropper nodes, want to illegally receive information that is intended for other communication links. Hence, Physical Layer Security is applied considering the achievable secrecy rate (ASR) to prevent this from happening. In this paper, a performance analysis of the amplify-and-forward scheme under an interference constraint and Physical Layer Security is investigated in the cooperative communication mode. In this model, the relays use an amplify-and- forward method to help transmit signals from a source to a destination. The best relay is chosen using an opportunistic relay selection method, which is based on the end-to-end ASR. The system performance is evaluated in terms of the outage probability of the ASR. The lower and upper bounds of this probability, based on the global statistical channel state information (CSI), are derived in closed form. Our simulation results show that the system performance improves when the distances from the relays to the eavesdropper are larger than the distances from the relays to the destination, and the cognitive network is far enough from the primary user.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.40 no.12
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• pp.27-37
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• 2003

In the next generation Internet(NGI) based on dense wavelength division multiplexing(DWDM) technology, QoS RWA considering various QoS parameters of DWDM networks is regard as one of the key issues in providing real-time multimedia services. However, finding a qualified path meeting multi-constraints is generally NP-complete problem. It is insufficient for QoS RWA researches in DWDM networks that must consider QoS parameter as well as wavelength-continuity constraint. This paper proposes qualified path routing (QPR) algorithm with minimum computation and implementation complexity based on flooding method to accomplish QoS routing and wavelength assignment (RWA). We also introduce a QoS-based RWA mechanism considering multi-constraint such as optical signal quality attributes, survivability and wavelength-continuity constraint combined with proposed routing algorithm. Simulation results show superior efficiency of the proposed algorithms in terms of blocking probability, routing overhead and survivability ratio.