• Honam Mathematical Journal
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• v.24 no.1
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• pp.103-108
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• 2002

Applications of a column-reduced orthogonal rational matrix function to McMillan degrees and Wiener-Hopf factorizations are considered.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.49 no.3
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• pp.102-110
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• 2000

In this paper, Wiener-Hopf design of the two-degree-of-freedom(2DOF) controller configuration is treated for the standard plant model. It is shown that the 2DOF structure makes it possible to treat the design of feedback properties and reference tracking problem separately. Wiener-Hopf factorization technique is used to obtain the optimal controller which minimizes a given quadratic cost index. The class of all stabilizing controllers that yield finite cost index is also characterized. An illustrative example is given for the step reference tracking problem which can not be treated by the conventional H2 controller formula.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.3
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• pp.243-291
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• 2020

In this paper, multi-block generalized backward differentiation methods for numerical solutions of ordinary differential and differential algebraic equations are introduced. This class of linear multi-block methods is implemented as multi-block boundary value methods (MB₂ VMs). The root distribution of the stability polynomial of the new class of methods are determined using the Wiener-Hopf factorization of a matrix polynomial for the purpose of their correct implementation. Numerical tests, showing the potential of such methods for output of multi-block of solutions of the ordinary differential equations in the new approach are also reported herein. The methods which output multi-block of solutions of the ordinary differential equations on application, are unlike the conventional linear multistep methods which output a solution at a point or the conventional boundary value methods and multi-block methods which output only a block of solutions per step. The MB₂ VMs introduced herein is a novel approach at developing very large scale integration methods (VLSIM) in the numerical solution of differential equations.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.483-491
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• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• Journal of the Korean Institute of Telematics and Electronics B
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• v.33B no.6
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• pp.12-22
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• 1996

A numerous designs of PI controllers have been suggested to solve out trade-off between tracing and regulating problems. We constructed the PI controller system with two-degree-of-freedom that is more analytic and a better approach to a practical one. In the conventional H$_{2}$ design of optimal PI controllers, the cost function includes only the plant output terms due to the divergent problems. Since the platn input temr is not considered in PI controller design, occasionally, the plant input thends to be either very large or saturated. To solve the prior mentioned problems, we employed a mixed $H_2/H_{\infty}$ method that combines the H$_{2}$ design method to decide optimal parameters of PI controller and the $H_2/H_{\infty}$ design method to minimize the maximum amplitude of plant input. The calculation time of the H$_{infty}$ norm was considerably reduced by the simple scalar function obtained by the wiener-hopf factorization of non-scalar functions.