• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.33.5-33
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• 2001

We consider here the problem of spectral estimation of multidimensional wide sense stationary (WSS) random process. A method, employing a special difference equation of correlation function, is proposed to solve the problem of multidimensional spectral estimation. In this approach, the special difference equation of correlation function is derived by modal decomposition method. Maximum likelihood estimator and Kalman filter are used to estimate the model parameters of the difference equation and the decomposed spectral residues. An algorithm is presented to estimate the multidimensional spectral density. According to the result of the simulation, these methods are feasible to estimate the spectral density of WSS process, which is realized by finite dimensional multivariable lineal system driven by white noise.

• ETRI Journal
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• v.40 no.5
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• pp.634-642
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• 2018

Projection spectral analysis is investigated and refined in this paper, in order to unify principal component analysis and independent component analysis. Singular value decomposition and spectral theorems are applied to nonsymmetric correlation or covariance matrices with multiplicities or singularities, where projections and nilpotents are obtained. Therefore, the suggested approach not only utilizes a sum-product of orthogonal projection operators and real distinct eigenvalues for squared singular values, but also reduces the dimension of correlation or covariance if there are multiple zero eigenvalues. Moreover, incremental learning strategies of projection spectral analysis are also suggested to improve the performance.

• Journal of Biomedical Engineering Research
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• v.16 no.4
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• pp.395-402
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• 1995

The intravoxel spin phases in magnetic resonance imaging (MRI) usually vary due to susceptibility differences of materials to be imaged. The phase variation in the voxel results in a reduction of the signal intensity. This signal intensity reduction is known as the susceptibility effect in MRI and has been studied extensively. In this paper, a new spectral decomposition technique Is proposed and the signal change due to the susceptibility effect can be analyzed. A pulse sequence for the spectral decomposition of the susceptibility was developed and applied to susceptibility imaging of venous blood possessing paramagnetic properties. The computer simulations and their corresponding experimental results obtained using both a phantom and human volunteers are reported. Key words : susceptibility effect in MRI : spectral decomposition of susceptibility effect.

• Journal of the Korean Mathematical Society
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• v.57 no.4
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• pp.935-955
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• 2020

In this paper we present a measurable version of the Smale's spectral decomposition theorem for homeomorphisms on compact metric spaces. More precisely, we prove that if a homeomorphism f on a compact metric space X is invariantly measure expanding on its chain recurrent set CR(f) and has the eventually shadowing property on CR(f), then f has the spectral decomposition. Moreover we show that f is invariantly measure expanding on X if and only if its restriction on CR(f) is invariantly measure expanding. Using this, we characterize the measure expanding diffeomorphisms on compact smooth manifolds via the notion of Ω-stability.

• Journal of Biomedical Engineering Research
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• v.8 no.1
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• pp.69-74
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• 1987

The power spectrum of background EEG is estimated by the Plsarenko Harmonic Decomposition with the stochastic process whlch consists of the nonhamonic sinus Bid and the white nosie. The estimation results are examined and compared with the results from the maximum entropy spectral extimation, and the optimal order of this from the maximum entropy spectral extimation, and the optimal order of this model can be determined from the eigen value's fluctuation of autocorrelation of background EEG. From the comparing results, this method is possible to estimate the power spectrum of background EEG.

• The Korean Journal of Applied Statistics
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• v.22 no.3
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• pp.499-513
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• 2009

An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

• Proceedings of the Korean Information Science Society Conference
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• 2005.07a
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• pp.892-894
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• 2005

Graph partitioning provides an important tool for data clustering, but is an NP-hard combinatorial optimization problem. Spectral clustering where the clustering is performed by the eigen-decomposition of an affinity matrix [1,2]. This is a popular way of solving the graph partitioning problem. On the other hand, semidefinite relaxation, is an alternative way of relaxing combinatorial optimization. issuing to a convex optimization[4]. In this paper we present a semidefinite programming (SDP) approach to graph equi-partitioning for clustering and then we use eigen-decomposition to obtain an optimal partition set. Therefore, the method is referred to as semidefinite spectral clustering (SSC). Numerical experiments with several artificial and real data sets, demonstrate the useful behavior of our SSC. compared to existing spectral clustering methods.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.249-258
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• 1993

It is well known that design matrix X for any factorial design can be represented by a product $X = TX_o$ where T is replication matrix and $X_o$ is the corresponding balanced design matrix. Since $X_o$ consists of regular arrangement of 0's and 1's, we can easily find the spectral decomposition of $X_o',X_o$. Also using this we propose an efficient algorithm for computing the orthogonal projection matrix for a balanced factorial design.

• Bulletin of the Korean Mathematical Society
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• v.51 no.2
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• pp.387-400
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• 2014

We prove that the set of k-type nonwandering points of a Z2-action T can be decomposed into a disjoint union of closed and T-invariant sets $B_1,{\ldots},B_l$ such that $T|B_i$ is topologically k-type transitive for each $i=1,2,{\ldots},l$, if T is expansive and has the shadowing property.

• Journal of applied mathematics & informatics
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• v.14 no.1_2
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• pp.81-96
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• 2004

The level-m scaled circulant factor matrix over the complex number field is introduced. Its diagonalization and spectral decomposition and representation are discussed. An explicit formula for the entries of the inverse of a level-m scaled circulant factor matrix is presented. Finally, an algorithm for finding the inverse of such matrices over the quaternion division algebra is given.