• Title/Summary/Keyword: Upper bound method

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Design of MuIti-Weight 2-Dimensional Optical Orthogonal Codes (다중 부호 무게를 가진 2차원 광 직교 부호의 설계)

  • Piao, Yong-Chun;Shin, Dong-Joon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.1C
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    • pp.1-5
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    • 2008
  • Optical code division multiple access(OCDMA) systems make the active users to share the bandwidth by simply assigning distinct optical orthogonal codeword to each active user. An optical orthogonal code(OOC) is a collection of binary sequences with good correlation properties which are important factors of determining the capacity of OCDMA systems. Recently, 2-D OOC construction method is frequently researched which is able to support more users than 1-D OOC. In this paper, a combinatorial construction of simple multi-weight 2-D OOC with autocorrelation 0 and crosscorrelation 1 is proposed and the bound on the size of these codes is derived.

Similarity Measure Between Interval-valued Vague Sets (구간값 모호집합 사이의 유사척도)

  • Cho, Sang-Yeop
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.5
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    • pp.603-608
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    • 2009
  • In this paper, a similarity measure between interval-valued vague sets is proposed. In the interval-valued vague sets representation, the upper bound and the lower bound of a vague set are represented as intervals of interval-valued fuzzy set respectively. Proposed method combines the concept of geometric distance and the center-of-gravity point of interval-valued vague set to evaluate the degree of similarity between interval-valued vague sets. We also prove three properties of the proposed similarity measure. It provides a useful way to measure the degree of similarity between interval-valued vague sets.

Approximate Cell Loss Performance in ATM Networks: In Comparison with Exact Results

  • Lee, Hoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.4A
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    • pp.489-495
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    • 2000
  • In this paper we propose an approximate method to estimate the cell loss probability(CLP) due to buffer overflow in ATM networks. The main idea is to relate the buffer capacity with the CLP target in explicit formula by using the approximate upper bound for the tail distribution of a queue. The significance of the proposition lies in the fact that we can obtain the expected CLP by using only the source traffic data represented by mean rate and its variance. To that purpose we consider the problem of estimating the cell loss measures form the statistical viewpoint such that the probability of cell loss due to buffer overflow does not exceed a target value. In obtaining the exact solution we use a typical matrix analytic method for GI/D/1B queue where B is the queue size. Finally, in order to investigate the accuracy of the result, we present both the approximate and exact results of the numerical computation and give some discussion.

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[ H2 ] Control of Uncertain Systems with Actuator Saturation (구동기포화를 갖는 불확실한 시스템의 H2 제어)

  • Choi, Hyoun-Chul;Hong, Suk-Kyo;Chwa, Dong-Kyoung
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.10
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    • pp.1000-1006
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    • 2007
  • This paper presents an LMI-based method to design a saturated state-feedback $H_2$ controller for uncertain systems with actuator saturation. Specifically, the paper proposes a sufficient condition such that the system under norm-bounded uncertainties and actuator saturation is asymptotically stable and the $H_2$-norm of the system has an upper-bound. The resulting condition is further utilized to solve a convex optimization problem specified in the context of $H_2$-norm minimization, whose solution yields a saturated $H_2$ controller. A numerical example is presented to show the effectiveness of the proposed method.

Elacstic-\Plastic Limit Load Analysis of Notched Specimen by the Finite Element Method (노치 ( Notch )를 가진 試片의 有限要素法에 의한 彈塑性 極限 荷重解析)

  • Lee, Taik-Soon;Kim, Dong-Sub;Hwang, Pyung
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.7 no.4
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    • pp.379-385
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    • 1983
  • Many papers have shown limit loads of v-notched tension specimens in plane stress by the elastic-plastic finite element method. But they are always higher than the theoretical maximum loads. The present approach tries to find the reasons and formulates correction factor applicable to any notch shape using virtual work principle with triangular elements. The corrected limit loads are in good agreement with theoretical upper bound solutions and they are little influenced by mesh size and specimen length, which make the computing time save.

Convergence rate of a test statistics observed by the longitudinal data with long memory

  • Kim, Yoon Tae;Park, Hyun Suk
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.481-492
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    • 2017
  • This paper investigates a convergence rate of a test statistics given by two scale sampling method based on $A\ddot{i}t$-Sahalia and Jacod (Annals of Statistics, 37, 184-222, 2009). This statistics tests for longitudinal data having the existence of long memory dependence driven by fractional Brownian motion with Hurst parameter $H{\in}(1/2,\;1)$. We obtain an upper bound in the Kolmogorov distance for normal approximation of this test statistic. As a main tool for our works, the recent results in Nourdin and Peccati (Probability Theory and Related Fields, 145, 75-118, 2009; Annals of Probability, 37, 2231-2261, 2009) will be used. These results are obtained by employing techniques based on the combination between Malliavin calculus and Stein's method for normal approximation.

NUMERICAL SIMULATION OF PLASTIC FLOW BY FINITE ELEMENT LIMIT ANALYSIS

  • Hoon-Huh;Yang, Wei-H.
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 1992.03a
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    • pp.159-176
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    • 1992
  • Limit analysis has been rendered versatile in many problems such as structural problems and metal forming problems. In metal forming analysis, a slip-line method and an upper bound method approach to limit solutions is considered as the most challenging areas. In the present work, a general algorithm for limit solutions of plastic flow is developed with the use of finite element limit analysis. The algorithm deals with a generalized Holder inequality, a duality theorem, and a combined smoothing and successive approximation in addition to a general procedure for finite element analysis. The algorithm is robust such that from any initial trial solution, the first iteration falls into a convex set which contains the exact solution(s) of the problem. The idea of the algorithm for limit solution is extended from rigid/perfectly-plastic materials to work-hardening materials by the nature of the limit formulation, which is also robust with numerically stable convergence and highly efficient computing time.

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The Admissible Multiperiod Mean Variance Portfolio Selection Problem with Cardinality Constraints

  • Zhang, Peng;Li, Bing
    • Industrial Engineering and Management Systems
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    • v.16 no.1
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    • pp.118-128
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    • 2017
  • Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

A NEW APPROACH OF FAULT DETECTION BASED ON WAVEARX NEURAL NETWORK OBSERVER

  • Ma, Liling;Yang, Yinghua;Wang, Fuli
    • Proceedings of the Korea Society for Simulation Conference
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    • 2001.10a
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    • pp.116-122
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    • 2001
  • A novel approach based on WaveARX neural network observer is proposed far the fault detect of a class of nonlinear systems which consist of known linear part and unknown nonlinear part. A linear observer is first designed, then a nonlinear compensation term in the nonlinear observer is estimated by using a deconvolution method. The WaveARX network is used to model the obtained compensation term. At last, the residual fur fault detection is generated based on the analysis of the upper bound approximate error. Simulation results have shown the feasibility and effectiveness of the method.

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Robust $L_2$Optimization for Uncertain Systems

  • Kim, Kyung-Soo;Park, Youngjin
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.348-351
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    • 1995
  • This note proposes a robust LQR method for systems with structured real parameter uncertainty based on Riccati equation approach. Emphasis is on the reduction of design conservatism in the sense of quadratic performance by utilizing the uncertainty structure. The class of uncertainty treated includes all the form of additive real parameter uncertainty, which has the multiple rank structure. To handle the structure of uncertainty, the scaling matrix with block diagonal structure is introduced. By changing the scaling matrix, all the possible set of uncertainty structures can be represented. Modified algebraic Riccati equation (MARE) is newly proposed to obtain a robust feedback control law, which makes the quadratic cost finite for an arbitrary scaling matrix. The remaining design freedom, that is, the scaling matrix is used for minimizing the upper bound of the quadratic cost for all possible set of uncertainties within the given bounds. A design example is shown to demonstrate the simplicity and the effectiveness of proposed method.

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