• 한국경영과학회지
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• 제41권3호
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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.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권2호
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• pp.1162-1179
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• 2017

In this paper, we propose indoor location tracking method using RSSI(Received Signal Strength Indicator) value received from BLE(Bluetooth Low Energy) beacon. Due to the influence of various external environmental factors, it is very difficult to improve the accuracy in indoor location tracking. In order to solve this problem, we propose a novel method of reducing the noise generated in the external environment by using a double Gaussian filter. In addition, the value of the RSSI signal generated in the BLE beacon is different for each device. In this study, we propose a method to allocate additional weights in order to compensate the intensity of signal generated in each device. This makes it possible to improve the accuracy of indoor location tracking using beacons. The experiment results show that the proposed method effectively decrease the RSSI deviation and increase location accuracy. In order to verify the usefulness of this study, we compared the Kalman filter algorithm which is widely used in signal processing. We further performed additional experiments for application area for indoor location service and find that the proposed scheme is useful for BLE-based indoor location service.

• 제어로봇시스템학회논문지
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• 제22권10호
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• pp.869-875
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• 2016

In this paper, a novel scheme with which to mitigate a repeat-back jamming effect is proposed for the GPS L1 coarse/acquisition signal. The proposed scheme estimates the code tracking bias caused by repeat-back jamming signals using a Combined Pseudo-random noise signal. It then mitigates the repeat-back jamming effect by subtracting the estimated code timing on a normal correlation channel from the estimated value. Through a Monte-Carlo simulation, the proposed scheme can diminish the running average of code tracking bias to less than 10% of the bias using the conventional scheme.

• 한국인터넷방송통신학회논문지
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• 제19권3호
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• pp.157-163
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• 2019

대함용 소형 밀리미터파 추적 레이다는 저속으로 기동 중인 큰 RCS를 갖는 바다위의 함정 표적에 대하여 TWS(Track While Scan) 방식을 통하여 실시간으로 표적을 탐색, 탐지 하여 추적하는 펄스 방식의 레이더이다. 본 논문에서는 소형 밀리미터파 추적 레이다의 성능을 실험실 무반향 챔버 환경에서 확인하기 위한 모의신호 발생장치 개발에 대하여 서술한다. 추적 레이다용 모의신호를 생성하기 위한 요구사항과 요구사항을 충족하기 위한 모의신호 발생장치의 하드웨어 구성과 추적 레이다와 연동하여 시험을 하고 성능을 분석하기 위한 GUI 프로그램을 기술하고 성능시험을 통해 구현한 모의신호 발생장치를 검증하였다.

• 제어로봇시스템학회논문지
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• 제22권11호
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• pp.977-983
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• 2016

This paper proposes a novel code-tracking scheme to track the fine code synchronization for BOC (pn,n)-modulated global navigation satellite system signals in a repeat-back jamming environment. The correlation function of BOC (pn,n)-modulated signals has several peaks. The correlation function in the advanced offset region remains almost unchanged due to the repeat-back signals being received later than a line-of-sight signal in the same multipath signal receiving case. Additionally, the combined pseudo-random noise signal can be treated as repeat-back jamming signals, like multipath signals. In this paper, we propose a novel code-tracking scheme utilizing the advantages of using a combined pseudo-random noise signal in the advanced offset region and verify its performance through simulation.

• 한국군사과학기술학회지
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• 제18권5호
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• pp.498-509
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• 2015

The existing mobile antenna networks in the military use have been operated by the manual pointing between two antennas. The work presented here describes the study of ATPC(Automatic Tracking and Pointing Control) system between facing antennas and the related tracking and pointing performances. This system is able to automatically track the maximum RSSI(Received Signal Strength Indication) value from the source's RF(Radio Frequency) signal and then control for maintaining the LOS(Line of Sight) between two antennas. The system has three major units; the driving unit consisting of motors, harmonic drives and encoders, the sensor unit with a GPS(Global Positioning System) and AHRS(Attitude and Heading Reference System) and the control unit regulating all the tracking and pointing events. By using PI(Proportional and Integral) controller, this system is able to properly track and point the other antenna under the external disturbance like the wind load. Both the simulation and the experimental works have been successively carried out to prove the performances of the system.

• Journal of Advanced Marine Engineering and Technology
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• 제25권5호
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• pp.1115-1121
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• 2001

This paper presents the development of a tracking algorithm for shipborad satellite antenna systems which can enhance the tracking performance. In order to overcome some drawbacks of the conventional step tracking algorithm a new tracking algorithm is proposed. The proposed algorithm searches for the best tracking angles using gradient-based formulae and signal intensities measured according to a search pattern. The effectiveness of the proposed algorithm is demonstrated through simulation using real data.

• 센서학회지
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• 제6권2호
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• pp.95-105
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• 1997

디지털 위상추적 신호처리방식은 개회로 구성의 광섬유 자이로스코프를 위한 방식이면서도 개회로 방식 신호 처리의 한계로 지적되고 있는 다이내믹 레인지의 한계 및 광원의 세기변화 또는 신호처리상에서의 이득 변화에 대한 의존성 등의 단점을 해결할 수 있는 것으로 발표되었다. 본 논문에서는 디지털 위상추적 방식 신호처리기의 성능을 제한하는 요소로서 신호처리기의 구현 과정에서 도입될 수 있는 위상변조신호에 내포된 고조파 성분 및 이의 크기, 위상차, 변조진폭 변화, 신호 경로의 대역폭 제한, mixer의 구현방법 등을 찾아낸 후 각 요소의 영향을 정량적으로 분석하였다. 마지막으로 $1{\mu}rad$급의 분해능을 갖춘 신호처리기가 가져야할 조건을 계산함으로서 디지털 위상추적 신호처리기의 구현과정에서의 주의 사항을 제시하였다.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 하계종합학술대회 논문집(5)
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• pp.157-160
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• 2002

When the teleoperation system has a signal transmission time delay between slave system and control system, the position tracking performance of the slave system and system stability are likely to be deteriorated. This paper proposes a force reflecting position control scheme for teleoperation system with signal transmission time delay. The proposed scheme not only satisfy the system internal stability but also improves the position tracking performance with disturbance rejection capability. The simulation results show that the proposed control method provides excellent performances.

• 한국통신학회논문지
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• 제40권5호
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• pp.957-963
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• 2015

AltBOC 신호의 자기상관함수는 좁은 주 첨두로 인하여 향상된 측위 정확도를 제공한다. 하지만, AltBOC 신호의 자기상관함수에는 주변 첨두가 존재하기 때문에, 이로 인해 심각한 위치 추적 오류를 일으킬 수 있다는 단점이 존재한다. 본 논문에서는 AltBOC 신호 추적을 위한 비모호 상관함수 생성 기법을 제안한다. 구체적으로는, 우선 서로 대칭인 부분 상관함수를 얻은 후, 이들을 조합하여 주변 첨두가 제거된 비모호 상관함수를 생성한다. 모의실험을 통해 제안한 상관함수를 이용하여 신호 추적을 수행할 경우, 기존의 상관함수들에 비해 더욱 뛰어난 추적 오류 표준 편차 (tracking error standard deviation: TESD) 성능을 보임을 확인한다.