• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.173-179
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• 2006

In order to explain a U-shape pattern of stock returns, Fama and French(1988) suggested the state-space model consisting of I(1) permanent component and AR(1) stationary component. They concluded the autoregression coefficient induced from the state-space model follow the U-shape pattern and the U-shape pattern of stock returns was due to both negative autocorrelation in returns beyond a year and substantial mean-reversion in stock market prices. However, we found negative autocorrelation is induced under the assumption that permanent and stationary noise component are independent in the state-space model. In this paper, we derive the autoregression coefficient based on ARIMA process equivalent to the state-space model without the assumption of independency. Based on the estimated parameters, we investigate the pattern of the time-varying autoregression coefficient and conclude the autoregression coefficient from the state-space model of ARIMA(1,1,1) process does not follow a U-shape pattern, but has always positive sign. We applied this result on the data of 1 month retums for all NYSE stocks for the 1926-85 period from the Center for Research in Security Prices.

• Proceedings of the KIEE Conference
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• 2000.11d
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• pp.765-768
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• 2000

Linearization of the biped dynamic equations and design of linear controller for the linearized equations are studied in this paper. The biped robot with inverted pendulum type trunk, used to stabilize the dynamic balancing of the biped robot during dynamic walking period, is modelled with 14 DOF and simulated. Despite of well defined linear control theories so far, the linear control methods was limited to the applications for a walking robot, because they have been inherently strong nonlinear properties, such as a modeling parameter uncertainties, external forces as noise, inertial and Coriolis terms by three dimensional modeling and so on. To linearize the nonlinear equations of motion of biped robot on MIMO and time varying linear equations of motion, 1st order Taylor series is used to formulate the linear equation. And a 2nd order numerical perturbation method Is used to approximate partial differential equations. Using the linearized equations of motion, a linear controller is designed by pole placement method with feed forward compensation. Using the obtained linearized equations and linear controller, the continuous walking simulation is performed.

• KIEE International Transaction on Electrical Machinery and Energy Conversion Systems
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• v.12B no.1
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• pp.1-6
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• 2002

The severe problem in improving the positioning precision of a permanent magnet linear synchronous motor (PMLSM) is the large detent farce caused by the permanent magnet arrangement. It is generally an undesired effect that contributes to the torque ripple, vibration and noise of machine. The detent force is arisen from the difference of the position of a permanent magnet end and a tooth position. In this paper, the four methods to reduce detent force were studied and analyzed. The methods are adjusting the width of permanent magnet, varying the shape of armature teeth, relocating the permanent magnet, and adjusting the width of permanent magnet and relocating the permanent magnet at the same time. To analyze the detent farce according to flour methods, a two-dimensional Finite Element Analysis [FEA] was used and we compared with the ratio of reduction of the detent farce according to the flour methods.

• Journal of Drive and Control
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• v.12 no.4
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• pp.54-59
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• 2015

Due to the tendency to use high speed pneumatic cylinders to improve productivity, cushioning devices are adopted to decelerate the piston motion of pneumatic cylinders to reduce noise, vibration, and impact. This paper presents a comparison of the cushion characteristics of a high speed pneumatic cylinder with a relief valve type cushioning device. The system parameters selected are the damping coefficient, Coulomb friction, heat transfer coefficient, and cracking pressure of the relief valve in the air cushioning device. The integral of the time multiplied square error (ITSE) is used to quantitative measure the cushioning performance to assess the effect of varying these. The cushioning performance achieved good results when the ITSE is a minimum value. In a comparison of the piston displacement and velocity with the variations in system parameters, the heat transfer coefficients are not as significantly affected as the other. Also, the cracking pressure of the relief valve is mainly affected by the pressure and temperature in the cushion chamber.

• Journal of the Korean Society for Heat Treatment
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• v.12 no.2
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• pp.108-116
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• 1999

Gray cast iron with a high damping capacity has been used for controlling the vibration and noise in various mechanical structures. Nevertheless, its usage has been often restricted due to its poor tensile strength. Therefore, it is necessary to improve tensile strength at the expense of a loss in damping capacity. This study is aimed at finding the best combination of tensile strength and damping capacity by varying austempering time and temperature range from $320^{\circ}C$ to $380^{\circ}C$ after austenization at $900^{\circ}C$ for 1hr. The effect of austempering condition on hardness and the volume fraction of retained austenite is investigated as well. The results obtained are summarized as follows : (1) With an increase in austempering temperature, both tensile strength and hardness decrease while damping capacity improves. (2) Austempering at $350^{\circ}C$, resulting in a mixture of upper and lower bainite with partially retained austenite, exhibits the optimum combination of tensile strength and damping capacity.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.7
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• pp.1667-1676
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• 1998

It is known that adaptive minimum mean square error (MMSE) receivers exhibit better performance than coventional single-user code division multiple access (CDMA) receivers in fixed (or static) channels and have the simple structure compared to other multi-user CDMA receivers. In practice, the radio channels are fading channels where the amplitude and phase of the received signal are time-varying and the sufficient signal-to-noise ratio is not always guaranteed. Thus, the performance of adaptive MMSE receivers is severely degraded in fading environments. We propose a new structure and adaptation algorithm for an adaptive MMSE receivers. Based on computer simulation results, it is observed that the proposed receiver demonstrates substantial performance improvement over currently available adaptive MMSE receivers in fading environments.

• Journal of the Institute of Convergence Signal Processing
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• v.5 no.1
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• pp.60-65
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• 2004

Induction heating system is time varying system around curie point. So, it has many troubles which are system shut down and change the load impedance. In this paper has been designed the parallel resonant inverter which controlling the constant power and tracking the load resonant frequency with PLL is possible, in order to minimize switching losses and solve it's many troubles. The current full-bridge type parallel resonant inverter of an induction heating system was composed of IGBT in switching device. For regulating the output power of an induction heating system, the Fuzzy logic controller is used. The Fuzzy controller makes the control signal for a stable power regulating control and when reference is changed, it is superior to adaptability. It has been evaluated a stable behavior for a noise with switching and a load disturbance.

• Journal of the Korean earth science society
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• v.39 no.5
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• pp.473-482
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• 2018

During the period of 2002 to 2017, the Gravity Recovery And Climate Experiment (GRACE) had observed time-varying gravity changes with unprecedented accuracy. The GRACE science data centers provide the monthly gravity solutions after removing the sub-monthly mass fluctuation using geophysical models. However, model misfit makes the solutions to be contaminated by aliasing errors, which exhibits peculiar north-south stripes. Two conventional filters are used to reduce the errors, but signals with similar spatial patterns to the errors are also removed during the filtering procedure. This would be particularly problematic for estimating the ice mass changes in Western Antarctic Ice Sheet (WAIS) and Antarctic Peninsula (AP) due to their similar spatial pattern to the elongated north-south direction. In this study, we introduce an alternative filter to remove aliasing errors using the Empirical Orthogonal Functions (EOF) analysis. EOF can decompose data into different modes, and thus is useful to separate signals from noise. Therefore, the aliasing errors are effectively suppressed through EOF method. In particular, the month-to-month mass changes in WAIS and AP, which have been significantly contaminated by aliasing errors, can be recovered using EOF method.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.10a
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• pp.732-739
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• 2005

The determination of sound pressure radiated from periodic plate structures is fundamental in the estimation of noise level in aircraft fuselages or ship hull structures. As a robust approach to this problem, here a very general and comprehensive analytical model is developed for predicting the sound radiated by a vibrating plate stiffened by periodically spaced orthogonal symmetrical beams subjected to a sinusoidally time varying point load. In this these, we experiment with the numerical analysis using the space harmonic series and the SYSNOISE for measuring the vibration mode and character of response caused by sound radiation with adding the harmonic point force in the thin isotropic plate supported by the rectangular lattice reinforcement. We used the reinforcements, beams of open type section like the style of 'ㄷ' letter; the space of the beams were chosen to be 0.2m, 0.3m, 0.4m. We studied the behavior of sound pressure levels, analysis of vibration mode between support points, connection between frequency function and sound pressure levels, and connection between position function and sound pressure levels.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.10
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• pp.3867-3886
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• 2015

This article investigates the problem of opportunistic spectrum access in dynamic environment, in which the signal-to-noise ratio (SNR) is time-varying. Different from existing work on continuous feedback, we consider more practical scenarios in which the transmitter receives an Acknowledgment (ACK) if the received SNR is larger than the required threshold, and otherwise a Non-Acknowledgment (NACK). That is, the feedback is discrete. Several applications with different threshold values are also considered in this work. The channel selection problem is formulated as a non-cooperative game, and subsequently it is proved to be a potential game, which has at least one pure strategy Nash equilibrium. Following this, a multi-agent Q-learning algorithm is proposed to converge to Nash equilibria of the game. Furthermore, opportunistic spectrum access with multiple discrete feedbacks is also investigated. Finally, the simulation results verify that the proposed multi-agent Q-learning algorithm is applicable to both situations with binary feedback and multiple discrete feedbacks.