• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.39-51
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• 1994

Some exponential moment inequalities for sub-gaussian random variables are studied in this paper. These inequalities are used to obtain laws of large numbers for random variable and random elements in $L^1(R)$.

• 대한전자공학회논문지SD
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• 제38권9호
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• pp.624-633
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• 2001

회절격자 반주기 길이의 랜덤 변이가 QWS-DFB 레이저의 특성을 나타내는 척도인 xL 값에 미치는 영향을 알아보았다. QWS-DFB 레이저의 양 거울면은 무반사면으로 하였고, 회절격자 랜덤 변이는 평균이 0이고 분산이 1인 상관되어 있는 두 Gaussian 랜덤 변수로 나타내었다. 회절격자 반주기의 랜덤 변이가 있으면 동일 위상성분의 되먹임이 적어져 유효 xL 값이 감소하고 모드 간격이 줄어든다. 그런데, 회절격자 주기의 랜덤 변이가 있을 때 곁모드 간격에서 구한 결합계수 xL/sub SM/값과 주모드 거울면 손실에서 구한 xL/sub SM/는 일치하지 않으며, 랜덤 변이가 없을 때의 xL값보다 작다. 이 결과는 곁모드 간격 또는 spontaneous emission spectrum을 사용하여 측정한 xL/sub SM/ 값을 실제로 되먹임되는 정도를 나타내는 xL/sub eff/로 해석하여서는 안된다는 사실을 보여준다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.2331-2334
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• 2003

The basic difference between the EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) stems from the manner in which Gaussian random variables(GRV) are represented for propagating through system dynamics. In the EKF, the state distribution is approximated by a GRV, which is then propagated analytically through the first-order linearization of the nonlinear system. This can possibly introduce large errors in the true posterior mean and covariance of the transformed GRV, which may lead to sub-optimal performance and sometimes divergence of the filter. However, the UKF addresses this problem by using a deterministic sampling approach. The state distribution is also approximated by a GRV, but is now represented using a minimal set of carefully chosen sample points. These sample points completely capture the true mean and covariance of the GRV, and UKF captures the posterior mean and covariance accurately up to the 2nd order(Taylor series expansion) for any nonlinearity. This paper utilizes the UKF to determine spacecraft orbit when only magnetometer is available. Several catastrophic failures of spacecraft in orbit have been attributed to failures of the spacecraft mission. Recently studies on contingency-major sensor failure cases- have been performed. For mission success, contingency design or plan should be implemented in case of a major sensor failure. Therefore the algorithm presented in this paper can be used for a spacecraft without GPS or contingency design in case of GPS failure.