• Journal of the Korean Operations Research and Management Science Society
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• v.41 no.3
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• pp.1-21
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• 2016

The Markowitz portfolio selection model uses estimators to deduce input parameters. However, the estimation errors of input parameters negatively influence the performance of portfolios. Therefore, this model cannot be reliably applied to real-world investments. To overcome this problem, we suggest an algorithm that can exclude stocks with large estimation error from the portfolio by applying a tracking signal to the Markowitz portfolio selection model. By calculating the tracking signal of each stock, we can monitor whether unexpected departures occur on the outcomes of the forecasts on rate of returns. Thereafter, unreliable stocks are removed. By using this approach, portfolios can comprise relatively reliable stocks that have comparatively small estimation errors. To evaluate the performance of the proposed approach, a 10-year investment experiment was conducted using historical stock returns data from 6 different stock markets around the world. Performance was assessed and compared by the Markowitz portfolio selection model with additional constraints and other benchmarks such as minimum variance portfolio and the index of each stock market. Results showed that a portfolio using the proposed approach exhibited a better Sharpe ratio and rate of return than other benchmarks.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.825-829
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• 2005

This paper presents an approach for designing a fuzzy logic-based adaptive SVC damping In controller for damping low frequency power oscillations. Power systems are often subject to low Frequency electro-mechanical oscillations resulting from electrical disturbances. Generally, power system stabilizers are designed to provide damping against this kind of oscillations. Another means to achieve damping is to design supplementary damping controllers that are equipped with SVC. Various approaches are available for designing such controllers, many of which are based on the concepts of damping torque and others which treat the damping controller design as a generic control problem and apply various control theories on it. In our proposed approach, linear optimal controllers are designed and then a fuzzy logic tuning mechanism is constructed to generate a single control signal. The controller uses the system operating condition and a fuzzy logic signal tuner to blend the control signals generated by two linear controllers, which are designed using an optimal control method. First, we design damping controllers for the two extreme conditions; the control action for intermediate conditions is determined by the fuzzy logic tuner. The more the operating condition belongs to one of the two fuzzy sets, the stronger the contribution of the control signal from that set in the output signal. Simulation studies done on a one-machine infinite-bus and a four-machine two-area test system, show that the proposed fuzzy adaptive damping SVC controller effectively enhances the damping of low frequency oscillations.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.1
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• pp.131-147
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• 2020

RFID (Radio Frequency Identification) identifies a specific object by radio signals. As the tag provides a unique ID for the purpose of identification, RFID technology effectively solves the ambiguity and occlusion problem that challenges the laser or camera-based approach. This paper proposes an approach to track a moving object based on the integration of RFID and laser ranging information using a particle filter. To be precise, we split laser scan points into different clusters which contain the potential moving objects and calculate the radial velocity of each cluster. The velocity information is compared with the radial velocity estimated from RFID phase difference. In order to achieve the positioning of the moving object, we select a number of K best matching clusters to update the weights of the particle filter. To further improve the positioning accuracy, we incorporate RFID signal strength information into the particle filter using a pre-trained sensor model. The proposed approach is tested on a SCITOS service robot under different types of tags and various human velocities. The results show that fusion of signal strength and laser ranging information has significantly increased the positioning accuracy when compared to radial velocity matching-based or signal strength-based approaches. The proposed approach provides a solution for human machine interaction and object tracking, which has potential applications in many fields for example supermarkets, libraries, shopping malls, and exhibitions.

• Journal of Power Electronics
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• v.13 no.4
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• pp.669-678
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• 2013

This paper proposes a sensorless control approach for Wound Rotor Synchronous Machines (WRSMs) based on a high frequency voltage signal injection into the stator side U phase and VW line, respectively. Considering the machine itself as a rotor position sensor, the rotor position observer is established according to the principles of the rotary transformer. A demodulation method for the high frequency signal inducted in the rotor is proposed as well. Simulation and experimental results show that the proposed sensorless control approach has high performance and good practicability.

• Journal of Electrical Engineering and information Science
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• v.2 no.4
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• pp.59-65
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• 1997

In this paper, a general fuzzy syntactic method for recognition of flaw patterns and for the measurement of flaw characteristic parameters for a non-destructive inspections signal, called eddy-current, is presented. Solutions are given to the subtasks of primitive pattern selection, signal to symbol transformation, pattern grammar formulation, and event-synchronous flaw pattern extraction based on the grammars. Fuzzy attribute grammars are used as the model for the pattern grammar because of their descriptive power in the face of uncertain constraints caused by nose or distortion in the signal waveform, due to their ability to handle syntactic as well as semantic information. This approach has been implemented and the performance of eh resultant system has been evaluated using a library of law patterns obtained from steam generator tubes in nuclear power plants by an eddy current-based non-destructive inspection method.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.51 no.6
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• pp.272-277
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• 2002

This paper deals with the vibration deflection shape measurement technique for a sinusoidally excited structure using a continuously scanning laser Doppler vibrometer (CSLV). The CSLV output signal is an amplitude-modulated vibration in which the excitation signal is modulated by the deflection shapes, and thus the deflection shapes of vibration defined along a scan line can be derived by the envelop and the phase information of the CSLV output signal. In this work, a Hilbert transform based approach has been proposed for measurement of deflection shapes. This technique is as simple as the demodulation technique and allows more convenient experimental settings than the Fourier transform approach. The feasibility of the proposed technique is illustrated along with results of experiment.

• Journal of the Optical Society of Korea
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• v.12 no.3
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• pp.121-125
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• 2008

We address the problem of Blind Source Separation(BSS) of superimposed signals in situations where one signal has constant or slowly varying intensities at some consecutive locations and at the corresponding locations the other signal has highly varying intensities. Independent Component Analysis(ICA) is a major technique for Blind Source Separation and the existing ICA algorithms fail to estimate the original intensities in the stated situation. We combine the advantages of existing sparse methods and Kernel ICA in our technique, by proposing wavelet packet based sparse decomposition of signals prior to the application of Kernel ICA. Simulations and experimental results illustrate the effectiveness and accuracy of the proposed approach. The approach is general in the way that it can be tailored and applied to a wide range of BSS problems concerning one-dimensional signals and images(two-dimensional signals).

• Journal of Advanced Navigation Technology
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• v.28 no.3
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• pp.375-378
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• 2024

The instrument landing system (ILS) is an international standard established by the International civil aviation organization (ICAO) as one of the landing support facilities for aircraft. This system consists of a localizer (LOC) that provides orientation information about the runway to indicate the approach direction, a glide path (GP) that indicates the appropriate approach glide slope, and three of marker beacons (MB) that indicates the distance to the runway landing edge. In this study, we predicted the received signal strength by altitude and distance for LOC signals transmitted from the ground and analyzed the difference with the signal strength measured in the actual environment. Our objective is to develop signal strength prediction technology and apply it to the real environment.

• Proceedings of the KIEE Conference
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• 1999.07b
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• pp.844-846
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• 1999

A speed signal of governor, which control the output and speed of a generator, is important because a signal failure can be causing the shutdown of a power plant. thus, it is necessary to introduce switching method with two complementary signal. This paper presents a comparative study of speed signal switching methods. One of the Proposed methods has been tested at a power plant in Pukcheju and the approach described here is expected to be of wide applicability.

• Proceedings of the KIEE Conference
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• 2005.10b
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• pp.216-218
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• 2005

This paper present a new approach to a noise robust recognizer for WPS interface. In noisy environments, performance of speech recognition is decreased rapidly. To solve this problem, We propose the recognition system using vocal-cord signal instead of speech. Vocal-cord signal has low quality but it is more robust to environment noise than speech signal. As a result, we obtained 75.21% accuracy using MFCC with CMS and 83.72% accuracy using ZCPA with RASTA.