• Journal of the Institute of Electronics Engineers of Korea SC
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• v.40 no.4
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• pp.264-274
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• 2003

This paper presents a direct generalized minimum-variance self tuning controller with a PID structure using neural network which adapts to the changing parameters of the nonlinear system with nonminimum phase behavior, noises and time delays. The self-tuning controller with a PID structure is a combination of the simple structure of a PID controller and the characteristics of a self-tuning controller that can adapt to changes in the environment. The self-tuning control effect is achieved through the RLS (recursive least square) algorithm at the parameter estimation stage as well as through the Robbins-Monro algorithm at the stage of optimizing the design parameter of the controller. The neural network control effect which compensates for nonlinear factor is obtained from the learning algorithm which the learning error between the filtered reference and the auxiliary output of plant becomes zero. Computer simulation has shown that the proposed method works effectively on the nonlinear nonminimum phase system with time delays and changed system parameter.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.47 no.1
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• pp.112-119
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• 2010

This paper defines the probability models for determining the disparity map given stereo images and derives the methods for solving the problem, which is proven to be equivalent to an energy-based stereo matching. Under the assumptions the difference between the pixel on the left image and the corresponding pixel on the right image and the difference between the disparities of the neighboring pixels are exponentially distributed, a recursive approach for estimating the MRF regularizing parameter is proposed. Usually energy-based stereo matching methods are so sensitive to the parameter that it should be carefully determined. The proposed method alternates between estimating the parameter with the intermediate disparity map and estimating the disparity map with the estimated parameter, after computing it with random initial parameter. It is shown that the parameter estimated by the proposed method converges to the optimum and its performance can be improved significantly by adjusting the parameter and modifying the energy term.

• Clean Technology
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• v.8 no.1
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• pp.27-37
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• 2002

To verify the performance and effectiveness of bilinear model for the development of ozone prediction system, the simulation experiments of the model identification for ozone formation were performed by using bilinear and linear models. And the prediction results of the ozone formation by bilinear model were compared to those of linear model and the measured data of Seoul. ARMA(Autoregressive Moving Average) model was used in the model identification. A recursive parameter estimation algorithm based on an equation error method was used to estimate parameters of model. From the results of model identification experiment, the ozone formation by bilinear model showed good agreement with the ozone formation from the simulator. From the comparison of the prediction results and the measured data, it appears that the method proposed in this work is a reasonable means of developing real-time short-term prediction of ozone formation for an ozone forecast system.

• Journal of Digital Contents Society
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• v.11 no.4
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• pp.597-606
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• 2010

This paper describes a real-time camera tracking framework specifically designed to track a monocular camera in an AR workspace. Typically, the Kalman filter is often employed for the camera tracking. In general, however, tracking performances of conventional methods are seriously affected by unpredictable situations such as ambiguity in feature detection, occlusion of features and rapid camera shake. In this paper, a recursive Bayesian sampling framework which is also known as the particle filter is adopted for the camera pose estimation. In our system, the camera state is estimated on the basis of the Gaussian distribution without employing additional uncertainty model and sample weight computation. In addition, the camera state is directly computed based on new sample particles which are distributed according to the true posterior of system state. In order to verify the proposed system, we conduct several experiments for unstable situations in the desktop AR environments.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.9A
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• pp.1359-1367
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• 2000

A new coherent detection scheme with data based channel estimation (DBCE) for CDMA/BP(staggered burst pilot in parallel) channel structure is proposed. Because the pilot burst initiates DBCE operation periodically it is shown to be remarkably stable to Gaussian noise and Doppler shift with proper parameter settings. In our own system parameter setting, there is a negligible loss(0.068 dB) in $E_{b}/N_{o}$ by the introduction of the burst pilot. When compared with an ideal coherent detection, the required $E_{b}/N_{o}$ on Doppler shift corresponding to the speed of 160Km/H is degraded less that 2.0 dB. the burst pilot can be implemented without complexity even though some extra correlators are needed for DBCE. This improvement is superior to the previously coherent CDMA detectors with external or internal pilot.

• Journal of the Korean Society for Precision Engineering
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• v.13 no.10
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• pp.154-160
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• 1996

The control of diamond turning is usually achieved through a laser-interferometer feedback of slide position. The limitation of this control scheme is that the feedback signal does not account for additional dynamics of the tool post and the material removal process. If the tool post is rigid and the material removal process is relatively static, then such a non-collocated position feedback control scheme may surfice. However, as the accuracy requirement gets tighter and desired surface cnotours become more complex, the need for a direct tool-tip sensing becomes inevitable. The physical constraints of the machining process prohibit any reasonable implementation of a tool-tip motion measurement. It is proposed that the measured force normal to the face of the workpiece can be filtered through an appropriate admittance transfer function to result in the estimated dapth of cut. This can be compared to the desired depth of cut to generate the adjustment control action in additn to position feedback control. In this work, the design methodology on the admittance model-based control with a conventional controller is presented. The recursive least-squares algorithm with forgetting factor is proposed to identify the parameters and update the cutting process in real time. The normal cutting forces are measured to identify the cutting dynamics in the real diamond turning process using the precision dynamoneter. Based on the parameter estimation of cutting dynamics and the admitance model-based nanodynamic control scheme, simulation results are shown.

• Smart Structures and Systems
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• v.31 no.2
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• pp.131-140
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• 2023

As well-known, the extended Kalman filter (EKF) is a powerful tool for parameter identification with limited measurements. However, traditional EKF is not applicable when the external excitation is unknown. By using least-squares estimation (LSE) for force identification, an EKF with unknown input (EKF-UI) approach was recently proposed by the authors. In this approach, to ensure the influence matrix be of full column rank, the sensors have to be deployed at all the degrees-of-freedom (DOFs) corresponding to the unknown excitation, saying collocated measurements are required. However, it is not easy to guarantee that the sensors can be installed at all these locations. To circumvent this limitation, based on the idea of first-order-holder discretization (FOHD), an improved EKF with unknown input (IEKF-UI) approach is proposed in this study for the simultaneous identification of structural parameters and unknown excitation. By using projection matrix, an improved observation equation is obtained. Few displacement measurements are fused into the observation equation to avoid the so-called low-frequency drift. To avoid the ill-conditioning problem for force identification without collocated measurements, the idea of FOHD is employed. The recursive solution of the structural states and unknown loads is then analytically derived. The effectiveness of the proposed approach is validated via several numerical examples. Results show that the proposed approach is capable of satisfactorily identifying the parameters of linear and nonlinear structures and the unknown excitation applied to them.

• The Journal of Fisheries Business Administration
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• v.51 no.2
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• pp.51-69
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• 2020

The purpose of this study is to construct an outlook model that is consistent with the "Fisheries Outlook" monthly published by the Fisheries Outlook Center of the Korea Maritime Institute(KMI). In particular, it was designed as a partial equilibrium model limited to abalone items, but a model was constructed with a dynamic ecological equation model(DEEM) system taking into account biological breeding and shipping time. The results of this study are significant in that they can be used as basic data for model development of various items in the future. In this study, due to the limitation of monthly data, the market equilibrium price was calculated by using the recursive model construction method to be calculated directly as an inverse demand. A model was built in the form of a structural equation model that can explain economic causality rather than a conventional time series analysis model. The research results and implications are as follows. As a result of the estimation of the amount of young seashells planting, it was estimated that the coefficient of the amount of young seashells planting from the previous year was estimated to be 0.82 so that there was no significant difference in the amount of young seashells planting this year and last year. It is also meant to be nurtured for a long time after aquaculture license and limited aquaculture area(edge style) and implantation. The economic factor, the coefficient of price from last year was estimated at 0.47. In the case of breeding quantity, it was estimated that the longer the breeding period, the larger the coefficient of breeding quantity in the previous period. It was analyzed that the impact of shipments on the breeding volume increased. In the case of shipments, the coefficient of production price was estimated unelastically. As the period of rearing increased, the estimation coefficient decreased. Such result indicates that the expected price, which is an economic factor variable and that had less influence on the intention to shipments. In addition, the elasticity of the breeding quantity was estimated more unelastically as the breeding period increased. This is also correlated with the relative coefficient size of the expected price. The abalone supply and demand forecast model developed in this study is significant in that it reduces the prediction error than the existing model using the ecological equation modeling system and the economic causal model. However, there are limitations in establishing a system of simultaneous equations that can be linked to production and consumption between industries and items. This is left as a future research project.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.43 no.3
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• pp.321-335
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• 2023

Monitoring sediment loads in natural rivers is the key process in river engineering, but it is costly and dangerous. In practice, suspended loads are directly measured, and total loads, which is a summation of suspended loads and bed loads, are estimated. This study proposes a real-time sediment discharge monitoring system using the horizontal acoustic Doppler current profiler (H-ADCP) and support vector regression (SVR). The proposed system is comprised of the SVR model for suspended sediment concentration (SVR-SSC) and for total loads (SVR-Q_TL), respectively. SVR-SSC estimates SSC and SVR-Q_TL mimics the modified Einstein procedure. The grid search with K-fold cross validation (Grid-CV) and the recursive feature elimination (RFE) were employed to determine SVR's hyperparameters and input variables. The two SVR models showed reasonable cross-validation scores (R²) with 0.885 (SVR-SSC) and 0.860 (SVR-Q_TL). During the time-series sediment load monitoring period, we successfully detected various sediment transport phenomena in natural streams, such as hysteresis loops and sensitive sediment fluctuations. The newly proposed sediment monitoring system depends only on the gauged features by H-ADCP without additional assumptions in hydraulic variables (e.g., friction slope and suspended sediment size distribution). This method can be applied to any ADCP-installed discharge monitoring station economically and is expected to enhance temporal resolution in sediment monitoring.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.