• The Transactions of The Korean Institute of Electrical Engineers
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• v.61 no.2
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• pp.276-283
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• 2012

In this paper, a practical quasi-optimal DOA(direction of arrival) estimator is proposed in order to develop a one-axis gimbaled ultrasonic source tracker for mobile robot applications. With help of the gimbal structure, the ultrasonic moving source tracking problem can be simply reduced to the DOA estimation. The DOA estimation is known as one of the representative long-pending nonlinear filtering problems, but the conventional nonlinear filters might be restrictive in many actual situations because it cannot guarantee the reliable performance due to the use of nonlinear signal model. This motivates us to reformulate the DOA estimation problem in the linear robust state estimation setting. Based on the assumption that the received ultrasonic signals are noisy sinusoids satisfying linear prediction property, a linear uncertain measurement model is newly derived. To avoid the DOA estimation performance degradation caused by the stochastic parameter uncertainty contained in the linear measurement model, the recently developed NCRKF (non-conservative robust Kalman filter) scheme [1] is utilized. The proposed linear DOA estimator provides excellent DOA estimation performance and it is suitable for real-time implementation for its linear recursive filter structure. The effectiveness of the suggested DOA estimation scheme is demonstrated through simulations and experiments.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.156-156
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• 2018

The subbasin spatial scale can affect a hydrological simulation result. The objective of this study was to investigate an appropriate subbasin spatial scale for reproducing the different flow phases with the Soil and Water Assessment Tool (SWAT). Moreover, this study addressed the total hydrologic model uncertainty using the Generalized Likelihood Uncertainty Estimation (GLUE) method. The hydrologic modelling uncertainty analysis revealed that the courser subbasin spatial scale provided a relatively better coverage of most of the observations by the 95PPU. On the other hand, the finer subbasin spatial scale produced the best single simulation output closer to the observation. Moreover, most of the observed high flows were enveloped by the 95PPU while this did not happen for the low flows. The overall average performance improvement through an appropriate subbasin spatial scale for reproducing the different flow phases in the Yongdam and Gilgelabay watersheds were found to be 36% and 53%, respectively. It is, therefore, a worth that to put more effort in reproducing the different flow phases by investigating an appropriate subbasin spatial scale to improve our understanding about the frequency and magnitude of the different flow phases.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.2
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• pp.747-757
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• 2021

The primary purpose of the study is to investigate the volatility spillover from financial uncertainty (FU) of the United States (US) to the stock markets of SAARC member countries including India, Sri-Lanka, Pakistan, and Bangladesh. The empirical literature overlooked SAARC countries and the FU index. Based on the estimation method, the data of FU is available for three different forecast horizons including 1-month, 3-months, and 12-months. For empirical analysis, monthly data is used from February 2013 to September 2019. EGARCH model is employed to investigate the volatility spillover effects. The findings of the study show that the spillover effect of FU varies with the forecast horizon. The FU with a higher forecast horizon has a significant spillover effect on more countries. The spillover effect of US financial uncertainty is negative in most of the SAARC countries. Bangladesh stock market is influenced by FU with all three forecast horizons whereas the volatility of the Pakistan stock market is not influenced by FU with any forecast horizon. The findings are consistent with the concept of "limited trade openness" in the financial markets of emerging economies. The emerging economies avoid financial market openness to minimize the risk of spillover of other countries.

• Journal of information and communication convergence engineering
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• v.20 no.2
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• pp.79-89
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• 2022

To compute the mean and variance of component-based reliability software, we focused on path-based reliability analysis. System reliability depends on the transition probabilities of components within a system and reliability of the individual components as basic input parameters. The uncertainty in these parameters is estimated from the test data of the corresponding components and arises from the software architecture, failure behaviors, software growth models etc. Typically, researchers perform Monte Carlo simulations to study uncertainty. Thus, we considered a Markov chain Monte Carlo (MCMC) simulation to calculate uncertainty, as it generates random samples through sequential methods. The MCMC approach determines the input parameters from the probability distribution, and then calculates the average approximate expectations for a reliability estimation. The comparison of different techniques for uncertainty analysis helps in selecting the most suitable technique based on data requirements and reliability measures related to the number of components.

• Journal of Korea Water Resources Association
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• v.45 no.9
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• pp.861-874
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• 2012

To fulfill applicability of Soil and Water Assessment Tool (SWAT) model, it is important that this model passes through a careful calibration and uncertainty analysis. In recent years, many researchers have come up with various uncertainty analysis techniques for SWAT model. To determine the differences and similarities of typical techniques, we applied three uncertainty analysis procedures to Chungju Dam watershed (6,581.1 $km^2$) of South Korea included in SWAT-Calibration Uncertainty Program (SWAT-CUP): Sequential Uncertainty FItting algorithm ver.2 (SUFI2), Generalized Likelihood Uncertainty Estimation (GLUE), Parameter Solution (ParaSol). As a result, there was no significant difference in the objective function values between SUFI2 and GLUE algorithms. However, ParaSol algorithm shows the worst objective functions, and considerable divergence was also showed in 95PPU bands with each other. The p-factor and r-factor appeared from 0.02 to 0.79 and 0.03 to 0.52 differences in streamflow respectively. In general, the ParaSol algorithm showed the lowest p-factor and r-factor, SUFI2 algorithm was the highest in the p-factor and r-factor. Therefore, in the SWAT model calibration and uncertainty analysis of the automatic methods, we suggest the calibration methods considering p-factor and r-factor. The p-factor means the percentage of observations covered by 95PPU (95 Percent Prediction Uncertainty) band, and r-factor is the average thickness of the 95PPU band.

• International conference on construction engineering and project management
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• 2015.10a
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• pp.289-293
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• 2015

The construction industry has been evolving with the development of information technology. According to this trend, the current industry changes from 2d drawings to Building Information Modeling(BIM). Current studies on the BIM-based estimation have problems such as Quantity Take-Off(QTO) specificity toward a particular software, the uncertainty of the amount in accordance with the model quality. These studies focus on QTO based on BIM rather than schematic estimation. In addition, studies on the connection with the QTO and unit cost for schematic estimation are insufficient. The purpose of this study is to propose schematic estimation process by utilizing construction codes and QTO in architectural object BIM libraries. Construction codes are classified in detail in order to input codes inside each. This study has connected unit cost and construction classification codes that obtain from BIM model. The results of this study will be helpful in decision-making and communication for schematic estimation of the design phase. It will improve the efficiency and reliability problems of existing schematic estimation.

• Smart Structures and Systems
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• v.11 no.1
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• pp.103-122
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• 2013

It is essential to update the model with reflecting observation or inspection data for reliability estimation of existing structures. Authors proposed updated reliability analysis by using Particle Filter. We discuss how to apply the proposed method through numerical examples on reinforced concrete structures after verification of the method with hypothetical linear Gaussian problem. Reinforced concrete structures in a marine environment deteriorate with time due to chloride-induced corrosion of reinforcing bars. In the case of existing structures, it is essential to monitor the current condition such as chloride-induced corrosion and to reflect it to rational maintenance with consideration of the uncertainty. In this context, updated reliability estimation of a structure provides useful information for the rational decision. Accuracy estimation is also one of the important issues when Monte Carlo approach such as Particle Filter is adopted. Especially Particle Filter approach has a problem known as degeneracy. Effective sample size is introduced to predict the covariance of variance of limit state exceeding probabilities calculated by Particle Filter. Its validity is shown by the numerical experiments.

• Journal of Institute of Control, Robotics and Systems
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• v.14 no.8
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• pp.792-799
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• 2008

Motion estimation is crucial in a remote control for its convenience or accuracy. Time delays, however, can occur in the problem because data communication is required through a network. In this paper, state estimation problem with uncertain time delayed measurements is addressed. In dynamic system with noise, after taking measurements, it often requires some time until that is available in the filter algorithm. Standard filters not considering this time delays cannot be used since the current measurement is related with a past state. These delayed measurements are solved with augmented extended Kalman filter, and the uncertainty of delayed time is also resolved based on an explicit formulation. The proposed method is analyzed and verified by simulations.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2018.05a
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• pp.72-73
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• 2018

The accuracy of contingency estimation plays an important role for dealing with the uncertainty of the financial success of construction project. Its' estimation may be used for various purposes such as schedule control, emergency resolve, and quality expense, etc. This paper presents a contingency estimation method which is schedule control specific. The method 1) implements stochastic EVMS, 2) detects a specific timing for schedule compression, 3) identifies an optimal strategy for shortening planned schedule, 4) finds a probability density function (PDF) of project cost overrun, and 5) estimates the optimal contingency cost based on the level of confidence. The method facilitates expeditious decisions involved in project budgeting. The validity of the method is confirmed by performing test case.

• Journal of Power Electronics
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• v.16 no.6
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• pp.2150-2161
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• 2016

Mechanical and electrical parameter uncertainties cause dynamic and static estimation errors of the rotor speed and position, resulting in performance deterioration of sensorless control systems. This paper applies an extended nonlinear observer to interior permanent magnet synchronous motors (IPMSM) for the simultaneous estimation of the rotor speed and position. Two compensation methods are proposed to improve the observer performance against parameter uncertainties: an on-line rotational inertia adjustment approach that employs the gradient descent algorithm to suppress dynamic estimation errors, and an equivalent flux error compensation approach to eliminate static estimation errors caused by inaccurate electrical parameters. The effectiveness of the proposed control strategy is demonstrated by experimental tests.