• 대한기계학회논문집
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• 제14권6호
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• pp.1391-1407
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• 1990

본 연구에서는 Kam과 Chang의 연구와 같이 판의 최소 처짐, 판의 최대 모달 에너지 감쇠비 및 최대 고유 진동수를 설계제한 조건으로 택하고 Watkins와 Morris가 사용한 순환 선형 계획법을 이용하여 혼합 적층 복합 재료판의 최적설계를 수행하였다.

• 한국정보통신학회논문지
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• 제11권12호
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• pp.2382-2390
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• 2007

본 논문에서는 비선형 앰프를 선형화 하는 다항식에 기반한 사전왜곡 알고리즘을 제안한다. 제안된 방식은 기존의 다항식 기반 방식과는 다르게 사후왜곡기의 도움 없이 직접 학습 방식으로 사전왜곡 계수를 추정한다. 먼저 앰프의 특성이 부분 선형으로 가정하여 알고리즘이 유도되고, 다음에 이 알고리즘을 앰프에 대한 어떠한 가정이 필요없는 구조로 변경한다. 제안된 사전왜곡기는 복소 계수를 가지는 다항식으로 구성되며 다항식의 계수는 RLS(recursive least squares)에 기반하여 찾게 된다. 컴퓨터 모의실험에 의하면 제안된 직접방식의 알고리즘이 기존의 간접 학습 방식에 비해 앰프의 초기 계수나 포화 영역에서 강인한 특성을 보인다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• 대한전기학회:학술대회논문집
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• 대한전기학회 1992년도 하계학술대회 논문집 A
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• pp.135-137
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• 1992

A new algorithm for self-tuning digital controller is proposed. The system to be controlled is identified on line in auto-regressive-moving-average(ARMA) form via recursive least mean square method. The control law is obtained from the minimization of an objective function. The proposed objective function is similar to that of Generalized Minimum Variance(GMV) method but modified to lessen the overshoot and to avoid numerical divergence problem. This algorithm is applied to the power system stabilization and the comparison of the proposed method with a conventional power system stabilizer(PSS) is presented.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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• pp.51-55
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• 1995

An adaptive unified predictive control (UPC) algorithm is applied to a batch polymerization reactor for poly(methyl methancrylate) (PMMA) and the effects of controller parameters are investigated. Computational studies are performed for a batch polymerization system model developed in this study. A transfer function in parametric form is estimated by recursive least squares (RLS) method, and the UPC algorithm is implemented to control the reactor temperature on the basis of this transfer function. The adaptive unified predictive controller shows a better performance than the PID controller for tracking set point changes, especially in the latter part of reaction course when gel effect becomes significant. Various performance can be acquired by selecting adequate values for parameters of the adaptive unified predictive controller; in other words, the optimal set of parameters exists for a given set of reaction conditions and control objective.

• Journal of applied mathematics & informatics
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• 제7권3호
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• pp.905-915
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• 2000

In this article we discuss some aspects of operational Tau Method on delay differential equations and then we apply this method on the differential delay equation defined by $\omega(u)\;=\frac{1}{u}\;for\;1\lequ\leq2$ and $(u\omega(u))'\;=\omega(u-1)\;foru\geq2$, which was introduced by Buchstab. As Khajah et al.[1] applied the Recursive Tau Method on this problem, they had to apply that Method under the Mathematica software to get reasonable accuracy. We present very good results obtained just by applying the Operational Tau Method using a Fortran code. The results show that we can obtain as much accuracy as is allowed by the Fortran compiler and the machine-limitations. The easy applications and reported results concerning the Operational Tau are again confirming the numerical capabilities of this Method to handle problems in different applications.

• The Journal of the Acoustical Society of Korea
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• 제17권4E호
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• pp.3-10
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• 1998

This paper concerns the dynamical behavior, in probabilistic sense, of a feedforward neural network performing auto association for novelty. Networks of retinotopic topology having a one-to-one correspondence between and output units can be readily trained using back-propagation algorithm, to perform autoassociative mappings. A novelty filter is obtained by subtracting the network output from the input vector. Then the presentation of a "familiar" pattern tends to evoke a null response ; but any anomalous component is enhanced. Such a behavior exhibits a promising feature for enhancement of weak signals in additive noise. As an analysis of the novelty filtering, this paper shows that the probability density function of the weigh converges to Gaussian when the input time series is statistically characterized by nonsymmetrical probability density functions. After output units are locally linearized, the recursive relation for updating the weight of the neural network is converted into a first-order random differential equation. Based on this equation it is shown that the probability density function of the weight satisfies the Fokker-Planck equation. By solving the Fokker-Planck equation, it is found that the weight is Gaussian distributed with time dependent mean and variance.

• 대한전기학회논문지
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• 제45권3호
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• pp.399-406
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• 1996

This paper presents a method of hierarchical state estimation of the time-varying linear systems via Block-pulse function(BPF). When we estimate the state of the systems where noise is considered, it is very difficult to obtain the solutions because minimum error variance matrix having a form of matrix nonlinear differential equations is included in the filter gain calculation. Therefore, hierarchical approach is adapted to transpose matrix nonlinear differential equations to a sum of low order state space equation from and Block-pulse functions are used for solving each low order state space equation in the form of simple and recursive algebraic equation. We believe that presented methods are very attractive nd proper for state estimation of time-varying linear systems on account of its simplicity and computational convenience. (author). 13 refs., 10 figs.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

• 대한수학회보
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• 제58권2호
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• pp.349-364
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• 2021

This paper studies the optimal surrender policies for a variable annuity (VA) contract with a surrender option and a fixed insurance fee for guaranteed minimum maturity benefits (GMMB). In our proposed model, a policyholder pays the fixed insurance fee. Based on the integral transform techniques, we derive the analytic integral equations for the optimal surrender boundary and the value function of the VA contract that can be solved numerically by recursive integration method. We provide numerical values for the value function, the optimal surrender boundary, and the expected optimal surrender time.