• Title/Summary/Keyword: Time-variant Variance

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Study for comparison of storage lifetimes estimation between constant and time-variant variance of degradation data (열화데이터의 등분산 가정에 따른 저장수명예측 비교 연구)

  • Back, Seungjun;Son, Youngkap;Park, Sanghyun;Lee, Munho;Kang, Insik
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2017.05a
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    • pp.154-156
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    • 2017
  • Constant variance of degradation data over time has been generally assumed to estimate storage lifetime using destructive, accelerated degradation data over time. However, performance data of ammunitions deteriorate over time, and the standard deviation would tend to increase over time. This paper shows storage lifetime comparison results for constant variance and time-variant variance assumptions of degradation data over time, and proposes that time-variant variance assumption should be considered to increase accuracy in lifetime estimation.

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Comparison of Storage Lifetimes by Variance Assumption using Accelerated Degradation Test Data (파괴적 가속열화시험 데이터의 분산가정에 따른 수명비교)

  • Kim, Jonggyu;Back, Seungjun;Son, Youngkap;Park, Sanghyun;Lee, Moonho;Kang, Insik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.21 no.2
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    • pp.173-179
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    • 2018
  • Estimating reliability of a non-repairable system using the degradation data, variance assumption such as homogeneity (constant) or heteroscedasticity (time-variant) could affect accuracy of reliability estimation. This paper showed reliability estimation and comparison results under normal conditions using accelerated degradation data obtained from destructive measurements, according to variance assumption of the data at each measurement time. Degradation data from three accelerated conditions with stress factors of temperature and humidity were used to estimate reliability. The $B_{10}$ lifetime was estimated as 1243.8 years by constant variance assumption, and 18.9 years by time-variant variance. And variance assumption provided different analysis results of important stresses to reliability. Thus, accurate assumption of variance at each measurement time is required when estimating reliability using degradation data of a non-repairable system.

Recursive Optimal State and Input Observer for Discrete Time-Variant Systems

  • Park, Youngjin;J.L.Stein
    • Transactions on Control, Automation and Systems Engineering
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    • v.1 no.2
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    • pp.113-120
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    • 1999
  • One of the important challenges facing control engineers in developing automated machineryis to be able to monitor the machines using remote sensors. Observrs are often used to reconstruct the machine variables of interest. However, conventional observers are unalbe to observe the machine variables when the machine models, upon which the observers are based, have inputs that cannot be measured. Since this is often the case, the authors previsously developed a steady-state optimal state and input observer for time-invariant systems [1], this paper extends that work to time-variant systems. A recursive observer, similar to a Kalman-Bucy filter, is developed . This optimal observer minimizes the trace of the error variance for discrete , linear , time-variant, stochastic systems with unknown inputs.

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An Adaptive Mobility Estimator for the Estimation of Time-Variant OFDM Channels

  • Kim, Dae-jin;Kim, Cheol-Min;Park, Sung-Woo
    • Journal of Broadcast Engineering
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    • v.6 no.1
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    • pp.72-81
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    • 2001
  • An adaptive channel estimation technique for OFDM-based DTV receivers is proposed using a new mobility estimator. Sample mean techniques for channel estimation have displayed good performance in slow fading channels, because averaging reduces noise In channel estimation operation. This paper suggests an algorithm which selects the optimal number of symbols within which the sample mean of consecutive pilot data can be obtained. The designed mobility estimator determines the optimal number by comparing mobility variance and estimated noise valiance. The algorithm using the mobility estimator obtains an optimal channel function under time-invariant or time-variant multipath fading channels, thereby making the best BER performance.

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A Genetic Algorithm Based Source Encoding Scheme for Distinguishing Incoming Signals in Large-scale Space-invariant Optical Networks

  • Hongki Sung;Yoonkeon Moon;Lee, Hagyu
    • Journal of Electrical Engineering and information Science
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    • v.3 no.2
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    • pp.151-157
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    • 1998
  • Free-space optical interconnection networks can be classified into two types, space variant and space invariant, according to the degree of space variance. In terms of physical implementations, the degree of space variance can be interpreted as the degree of sharing beam steering optics among the nodes of a given network. This implies that all nodes in a totally space-invariant network can share a single beam steering optics to realize the given network topology, whereas, in a totally space variant network, each node requires a distinct beam steering optics. However, space invariant networks require mechanisms for distinguishing the origins of incoming signals detected at the node since several signals may arrive at the same time if the node degree of the network is greater than one. This paper presents a signal source encoding scheme for distinguishing incoming signals efficiently, in terms of the number of detectors at each node or the number of unique wavelengths. The proposed scheme is solved by developing a new parallel genetic algorithm called distributed asynchronous genetic algorithm (DAGA). Using the DAGA, we solved signal distinction schemes for various network sizes of several topologies such as hypercube, the mesh, and the de Brujin.

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Quadratic GARCH Models: Introduction and Applications (이차형식 변동성 Q-GARCH 모형의 비교연구)

  • Park, Jin-A;Choi, Moon-Sun;Hwan, Sun-Young
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.61-69
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    • 2011
  • In GARCH context, the conditional variance (or volatility) is of a quadratic function of the observation process. Examine standard ARCH/GARCH and their variant models in terms of quadratic formulations and it is interesting to note that most models in GARCH context have contained neither the first order term nor the interaction term. In this paper, we consider three models possessing the first order and/or interaction terms in the formulation of conditional variances, viz., quadratic GARCH, absolute value GARCH and bilinear GARCH processes. These models are investigated with a view to model comparisons and applications to financial time series in Korea

Association analysis of a polymorphism of the angiotensin I-converting enzyme gene and angiotensin II Type 1 receptor gene in Korean population

  • Yang, Young-Mok;Park, Jong-Hwan;Lee, Hyun-Young;Moon, Eon-Soo
    • Journal of Genetic Medicine
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    • v.2 no.1
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    • pp.27-30
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    • 1998
  • Previously, we made a study report on the genotype distribution and the gene frequency of angiotesin I-converting enzyme (ACE) in Korean population, and on the association between hypertension and genetic variance of ACE. This time, we have investigated a rapid mismatch-PCR/RFLP assays for the variant of the angiotesin II type 1 receptor ($AT_1R$) gene (an $A{\rightarrow}C$ transversion at position 1166 of $AT_1R$ gene), a mutation which may interact with the ACE polymorphism in the determining of risk of myocardial infarction. The genotype distributions of Koreans' angiotensin II type 1 receptor gene were AA (66.3%):AC (28.1%):CC (5.6%), thus the AA genotype was most numerous, and the allele frequency was A:C = 0.803:0.197. Genotype distributions were shown as AA (76.8%):AC (20.9%):CC (2.3%), the allele frequency was A:C = 0.872:0.128 in the male group, and AA (47.4%):AC (41.0%):CC (11.6%), A:C = 0.679:0.321 in the female group. Differences were highly significant between the male and female groups (p<0.0001). Genotype distributions between angiotensin II type 1 receptor gene and angiotensin converting enzyme gene showed that there is no significance between $AT_1R$ genotypes and ACE genotypes in total subjects (p>0.05).

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Determination of the Lidar Ratio Using the GIST / ADEMRC Multi-wavelength Raman Lidar System at Anmyeon Island (GIST/ADEMRC 다파장 라만 라이다 시스템을 이용한 안면도 지역에서의 라이다 비 연구)

  • Noh Young Min;Kim Young Min;Kim Young Joon;Choi Byoung Chul
    • Journal of Korean Society for Atmospheric Environment
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    • v.22 no.1
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    • pp.1-14
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    • 2006
  • Tropospheric aerosols are highly variant in time and space due to non-uniform source distribution and strong influence of meteorological conditions. Backscatter lidar measurement is useful to understand vertical distribution of aerosol. However, the backscatter lidar equation is undetermined due to its dependence on the two unknowns, extinction and backscattering coefficient. This dependence necessitates the exact value of the ratio between two parameters, that is, the lidar ratio. Also, Iidar ratio itself is useful optical parameter to understand properties of aerosols. Tropospheric aerosols were observed to understand variance of lidar ratio at Anmyeon island ($36.32^{/circ}N$, $126.19^{/circ}E$), Korea using a multi-wavelength raman lidar system developed by the Advanced Environmental Monitoring Research Center (ADEMRC), Gwangju Institute Science and Technology (GIST), Korea during measurement periods; March 15$\sim$April $16^{th}$, 2004 and May 24$\sim$ $8^{th}$ 2005. Extinction coefficient, backscattering coefficient, and lidar ratio were measured at 355 and 532 nm by the Raman method. Different types of aerosol layers were distinguished by the differences in the optical properties such as Angstrom exponent, and lidar ratio. The average value of lidar ratio during two observation periods was found to be $50.85\pm4.88$ sr at 355 nm and $52.43\pm15.15$ sr at 532 nm at 2004 and $57.94\pm10.29$ sr at 355 nm and $82.24\pm15.90$ sr at 532 nm at 2005. We conduct hysplit back-trajectory to know the pathway of airmass during the observation periods. We also calculate lidar ratio of different type of aerosol, urban, maritime, dust, continental aerosols using OPAC (Optical Properties of Aerosols and Clouds), Remote sensing of atmospheric aerosol using a multi-wavelengh lidar system with Raman channels is quite and powerful tool to characterize the optical propertises of troposheric aerosols.