• 대한수학회지
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• 제35권3호
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• pp.613-635
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• 1998

In this note we reformulate the white noise calculus on the classical Wiener space (C', C). It is shown that most of the examples and operators can be redefined on C without difficulties except the Hida derivative. To overcome the difficulty, we find that it is sufficient to replace C by L$_2$[0,1] and reformulate the white noise on the modified abstract Wiener space (C', L$_2$[0, 1]). The generalized white noise functionals are then defined and studied through their linear functional forms. For applications, we reprove the Ito formula and give the existence theorem of one-side stochastic integrals with anticipating integrands.

• 대한수학회지
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• 제38권2호
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• pp.297-309
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• 2001

White noise distribution theory over the complex Gaussian space is established on the basis of the recently developed white noise operator theory. Unitarity condition for a white noise operator is discussed by means of the operator symbol and complex Gaussian integration. Concerning the overcompleteness of the exponential vectors, a coherent sate representation of a white noise function is uniquely specified from the diagonal coherent state representation of the associated multiplication operator.

• 대한수학회논문집
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• 제14권2호
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• pp.329-336
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• 1999

We construct the Gelfand triple based on the space \ulcorner, introduced by Sato and di Silva, of analytic and exponentially decreasing function. This space denoted by(\ulcorner) of white noise test functionals are defined by the operator cosh \ulcorner, A=-(\ulcorner)\ulcorner+x\ulcorner+1. We also note that many properties like generalizations of the Paley-Wiener theorem and the Bochner-Schwartz theorem hold in this space as in the space of Hida distributions.

• 대한수학회지
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• 제33권3호
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• pp.541-555
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• 1996

The Fourier transform plays a central role in the theory of distribution on Euclidean spaces. Although Lebesgue measure does not exist in infinite dimensional spaces, the Fourier transform can be introduced in the space $(S)^*$ of generalized white noise functionals. This has been done in the series of paper by H.-H. Kuo [1, 2, 3], [4] and [5]. The Fourier transform $F$ has many properties similar to the finite dimensional case; e.g., the Fourier transform carries coordinate differentiation into multiplication and vice versa. It plays an essential role in the theory of differential equations in infinite dimensional spaces.

• 대한수학회지
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• 제33권4호
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• pp.993-1008
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• 1996

The white noise analysis, initiated by Hida [3] in 1975, has been developed to an infinite dimensional distribution theory on Gaussian space $(E^*, \mu)$ as an infinite dimensional analogue of Schwartz distribution theory on Euclidean space with Legesgue measure. The mathematical framework of white noise analysis is the Gel'fand triple $(E) \subset (L^2) \subset (E)^*$ over $(E^*, \mu)$ where $\mu$ is the standard Gaussian measure associated with a Gel'fand triple $E \subset H \subset E^*$.

• 호남수학학술지
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• 제20권1호
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• pp.97-109
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• 1998

We first obtain the white noise calculus to the computation of Feynman integral for a generalized function, according to the definition of Feynman integrals by T. Hida and L. Streit. We next give the translation theorem for Feynman integral of a generalized function.

• 대한수학회지
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• 제35권3호
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• pp.527-538
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• 1998

We study on kernel operators (Wick monomials) on symmetric Fock space. We give optimal conditions on kernels so that the corresponding kernel operators are densely defined linear operators on the Fock space. We try to formulate our results in the framework of white noise analysis as much as possible. The most of the results in this paper can be extended to anti-symmetric Fock space.

• Journal of Astronomy and Space Sciences
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• 제32권3호
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• pp.221-228
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• 2015

To protect and manage the Korean space assets including satellites, it is important to have precise positions and orbit information of each space objects. While Korea currently lacks optical observatories dedicated to satellite tracking, the Korea Astronomy and Space Science Institute (KASI) is planning to establish an optical observatory for the active generation of space information. However, due to geopolitical reasons, it is difficult to acquire an adequately sufficient number of optical satellite observatories in Korea. Against this backdrop, this study examined the possible locations for such observatories, and performed simulations to determine the differences in precision of optical orbit estimation results in relation to the relative baseline distance between observatories. To simulate more realistic conditions of optical observation, white noise was introduced to generate observation data, which was then used to investigate the effects of baseline distance between optical observatories and the simulated white noise. We generated the optical observations with white noise to simulate the actual observation, estimated the orbits with several combinations of observation data from the observatories of various baseline differences, and compared the estimated orbits to check the improvement of precision. As a result, the effect of the baseline distance in combined optical GEO satellite observation is obvious but small compared to the observation resolution limit of optical GEO observation.

• International Journal of Aeronautical and Space Sciences
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• 제13권4호
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• pp.499-506
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• 2012

In this paper, a dynamic modeling for the velocity and position information of a single frequency stand-alone GPS(Global Positioning System) receiver is described. In static condition, the position error dynamic model is identified as a first/second order transfer function, and the velocity error model is identified as a band-limited Gaussian white noise via non-parametric method of a PSD(Power Spectrum Density) estimation in continuous time domain. A Kalman filter is proposed considering both correlated/white measurements noise based on identified GPS error model. The performance of the proposed Kalman filtering method is verified via numerical simulation.

• 대한수학회보
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• 제37권3호
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• pp.601-618
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• 2000

Let (and $g^*$) be the space of regular test (and generalized, resp.) white noise functions. The integral kernel operators acting on and transformation groups of operators on are studied, and then every integral kernel operator acting on can be extended to continuous linear operator on $g^*$. The existence and uniqueness of solutions of Cauchy problems associated with certain integral kernel operators with intial data in $g^*$ are investigated.